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Gregor Fabjan


Qnity Consultants

Last seen: 3 dagen ago Active since 2021

Programming Languages:
Python, MATLAB, Visual Basic
Spoken Languages:
English, Italian

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Smith-Wilson algorithm
Smith-Wilson is a popular algorithm for approximating financial curves such as bond yields or forward rates.

7 dagen ago | 21 downloads |

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Submitted


Stationary Bootstrap
The stationary bootstrap algorithm is based on the 1994 paper by Politis & Romano.

21 dagen ago | 16 downloads |

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