Principal Component Analysis

Loading...
View Syllabus

Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

Reviews

4.5 (144 ratings)
  • 5 stars
    75.69%
  • 4 stars
    12.50%
  • 3 stars
    4.86%
  • 2 stars
    2.77%
  • 1 star
    4.16%
PT

Oct 01, 2019

Very interesting course. Would be great if there is a second part of this course about modern pricing with OIS swap, collateral ...

MB

Jan 31, 2017

Great course! Level of difficulty is about first or second year Ph.D. in economics/finance. I learned a lot.\n\n-Michael

From the lesson
Estimating the Term Structure

Taught By

  • Placeholder

    Damir Filipović

    EPFL

Explore our Catalog

Join for free and get personalized recommendations, updates and offers.