Home
Hedging & Liquidity Need From Margining in the Energy Markets
Company Valuation Using Machine Learning Techniques
(Crypto) Currencies - Risk Profiling and Pricing of a European Style Double-Knock-Out Barrier Option on Bitcoin
Building a Price Impact Model for Securities Transactions Using Deep Learning and Agent Based Modelling
Processing of Yield Curve Time Series for a 3-Factor Interest Rate Model
Forecasting Financial Market Data Using Deep Learning
Cash Flow Forecasting Using Machine Learning
About

Processing of Yield Curve Time Series for a 3-Factor Interest Rate Model

Processing of government bond yield's time series using principal component analysis. Further usage in a 3-factor interest rate model with Monte Carlo simulation.