Price Correlation

About the concept price correlation, the calculation of the correlation coefficient, the application of it and its limitations. The video lessons include technical aspects such as regression, normality and linearity, plus positive correlation coefficients and inverse price relationships, as well as model risk.

This crash course includes the following movies:

  1. Introduction
  2. Positive or negative
  3. Correlation coefficient
  4. Types of correlation
  5. Application of correlation
  6. Calculation of the correlation coefficient
  7. Model risk