Categories: Signal processing

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Shorter Than You Booked

Post 3/4 of the No Gut Feelings Bank series. A rolling swap ladder is a filter, so I estimated the South African rate spectrum and...

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Alm3 Banking2 Deposits1 Etf2 Finance2 Fixed income2 Hedging1 Irrbb3 Machine learning3 Ngfb2 Optimisation alm1 Portfolio optimization1 Quant finance1 Signal processing1 Yield curve2

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