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Gregor Fabjan


Qnity Consultants

Last seen: Today |  自 2023 起处于活动状态

Followers: 0   Following: 0

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

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  • Personal Best Downloads Level 3
  • 5-Star Galaxy Level 1
  • GitHub Submissions Level 3
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n-dimensional correlated Brownian motions
Generate a matrix of increments from a multidimensional Brownian motion with a given vector of means and a Variance-Covariance m...

10 months 前 | 34 次下载 |

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Nelson Siegel Svansson
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm

10 months 前 | 41 次下载 |

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

10 months 前 | 40 次下载 |

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Stationary Bootstrap
Stationary bootstrap algorithm for resampling weakly-dependent stationary data. Based on the 1994 paper by Politis & Romano.

10 months 前 | 39 次下载 |

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