Principal Component Analysis

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Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

Reviews

4.6 (106 ratings)
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    82 ratings
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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

SB

Aug 23, 2017

Very helpful course to revisit my daily work covering curves, derivative pricing.

From the lesson
Estimating the Term Structure

Taught By

  • Damir Filipović

    Damir Filipović

    EPFL

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