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2009 Mar 05
2
Fast Fourier Transform w.r.t. CreditRisk+
Dear R Helpers,
Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to where do I start for this particular assignment...