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T. @ Techtonique

teeeeeeeee.bsky.social

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New instantaneous short rates models with their deterministic shift adjustment, for historical and risk-neutral simulation https://thierrymoudiki.github.io/blog/2025/10/27/r/python/deterministic-shift-caps-swaptions #Techtonique #DataScience #Python #rstats #MachineLearning

2025-12-21T11:30:20.497Z