The Vasicek model is a mathematical model describing the evolution of interest rates. I explained how to use principal component analysis (PCA) for the interest rate models. I demonstrated how to calibrate Vasiceck model and how to run Monte Carlo simulations for Vasicek model. https://youtu.be/TrEnSQ2Pms4
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The Vasicek model is a mathematical model describing the evolution of interest rates. I explained how to use principal component analysis (PCA) for the interest rate models. I demonstrated how to calibrate Vasiceck model and how to run Monte Carlo simulations for Vasicek model. https://youtu.be/TrEnSQ2Pms4