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Principal Component Analysis – PCA – US Treasury Yield Rates

00053

Principal Component Analysis – PCA – US Treasury Yield Rates 00053
This course consists of an EXCEL file which illustrates how Principal Component Analysis is used to determine the number of workable factors or principal components (PCs) of volatility for the underlying US Treasury yield rates term structure.
$54.49 In stock
Course Type:EXCEL download
Files Included:1 worksheet