Cholesky decomposition explained (Excel)

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@chx5088]

I wish more folks explained concepts like you. This was great!

[@bvds2007]

Great video. Step by step.

[@MA-bm2qs]

I like all the excel applications of NEDL

[@elliamaris]

thank you so much for this explanation! way easier to grasp than our textbook's notation haha

[@prosimulate]

You are Mr Fantastic! 🎉😉👏👏👏

[@NicoleDollé-x1p]

Thanks, this just helped me so much 🙂

[@EduardWicaksono]

Brother i want to ask what should i do if the determinant is negative?

[@Auditorsha]

Thank you. It would be great if you show MC simulation example for correlated assets

[@NEDLeducation]

Hi, and glad you liked the video! I am actually planning to do such a tutorial very soon, so stay tuned!

[@inthedepthofsadness]

Is their a trick or a short cut for the decomposition

[@financialmoney001]

Great lecture

[@concretemathematics8146]

I tried this method with my dataset. My result in cell 4-3 is #NUM!.
Any thought?

[@yulinliu850]

💯❤