Financial Correlation Modeling - Bottom-Up Approaches (FRM Part 2 2025 - Book 1 - Chapter 9)

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  • Опубліковано 15 гру 2024

КОМЕНТАРІ • 20

  • @TheMunishk
    @TheMunishk 4 роки тому +20

    We should see more people appreciating this professor efforts to explain not easy concepts in an easy manner. And that too Free of cost.

    • @analystprep
      @analystprep  4 роки тому +2

      Thank you and good luck on the exam!

  • @zedricktorres
    @zedricktorres 3 роки тому +1

    As I progress through these videos, I learn more not only about FRM topics but sports - golf, football, etc - as well! Thanks Professor, this is a really fun series!

  • @sudhanshujetly8885
    @sudhanshujetly8885 4 роки тому +1

    Talk anything about correlations and the professor is sure to pull in a Golfing analogy :)! Thank You Professor, You Rock!

    • @analystprep
      @analystprep  4 роки тому

      My pleasure! It would be helpful to spread the word if you could take 2 minutes of your time to leave us a review at www.trustpilot.com/review/analystprep.com in case you like our video lessons.

  • @drachenschlachter6946
    @drachenschlachter6946 9 місяців тому +2

    21:41 why did you choose 0.4 as rho? Did you calculate it somewhere?

  • @esteban_ruiz
    @esteban_ruiz 3 роки тому +1

    This is my first time watching your videos. So clearly spoken. As a new quant this is fantastic. Instant subscribe

    • @analystprep
      @analystprep  3 роки тому

      Welcome aboard! If you like our video lessons, you may leave us a review at www.trustpilot.com/review/analystprep.com

  • @nasimtavoosi7432
    @nasimtavoosi7432 4 роки тому +3

    Thanks a lot.That really helped me to have a better picture of concept in my mind.

    • @analystprep
      @analystprep  4 роки тому

      Glad it helped! It would be helpful to spread the word if you could take 2 minutes of your time to leave us a review at www.trustpilot.com/review/analystprep.com

  • @drachenschlachter6946
    @drachenschlachter6946 9 місяців тому +2

    The BEST Video to this topic here on UA-cam!!!!!++ thabk you very much!❤❤❤

    • @analystprep
      @analystprep  9 місяців тому +1

      Glad it was helpful! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review

    • @drachenschlachter6946
      @drachenschlachter6946 9 місяців тому

      @@analystprep I will!

  • @choungyoungjae8271
    @choungyoungjae8271 3 роки тому

    13:44 gaussian copula example
    thanks!!

  • @projeshbasak7197
    @projeshbasak7197 2 роки тому +1

    silly question-how to find the correlation? will it be given as a user input in bivariate normal?

  • @user-gp5qt3ms5q
    @user-gp5qt3ms5q 3 роки тому

    i appreciate your clear explanations, its helped me further my understanding! thank you
    p.s. i have a question, in your slide you mention the marginal distributions are incomprehensible but ive also read that they can also be uniform distributions?

    • @whiplasch9
      @whiplasch9 3 роки тому

      Very good video, can elaborate on how you would apply this matrix to a basket of bonds? I'm working on a Monte Carlo modeling for school. I think this would be an outside the box way to do that, for undergrad.

  • @kami_Shi_Shin
    @kami_Shi_Shin 10 місяців тому +2

    Honestly I am lost😂 but good video