Interest Rate Simulation Archives

Interest Rate Models – An introduction

3 mins read In the introduction to this course we will cover interest rate models, features of a good practical model, importance of

4 mins read Earlier we had defined the various elements of the Principal component Analysis (PCA) process. In order to link these elements

< 1 min read We proceed with our construction of the Principal Component Analysis (PCA) process in EXCEL by defining the Diagonal Matrix in

2 mins read In this post we continue with our construction of the Principal Component Analysis (PCA) process in EXCEL. We see how

< 1 min read Continuing with our construction of the Principal Component Analysis (PCA) process in EXCEL, we will see how the adjusted rates

2 mins read Earlier we had provided an overview to the Principal Component Analysis (PCA) process. In this post, we will consider the