Correlation Basics: Definitions, Applications, and Terminology (FRM Part 2 - Book 1 - Chapter 7)

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  • Опубликовано: 13 дек 2024

Комментарии • 4

  • @sudhanshujetly8885
    @sudhanshujetly8885 4 года назад +4

    "Count the number of steps Jim Takes" is an awesome example to understand variance.

  • @mustafaakmehmet6092
    @mustafaakmehmet6092 4 года назад +1

    Dear James, I want to ask something about Var example. Why you didn't multiply with portfolio value in your last step? Our portfolio value 30 M dollar right?

    • @analystprep
      @analystprep  4 года назад

      Hi Mustafa. I believe we've already used the values 20 and 10 at Step 2. You might want to go back into the official books, but I believe we have done the example to be quite as similar as the one in the book. I hope this helps!

  • @GPChesss
    @GPChesss 3 года назад

    Hey James, I tried to solve the 'VaR via Variance Covariance Matrix' question using the previous 2 asset portfolio Standard Deviation formula (to avoid the lengthy matrix calculation) but ended up getting a different Standard Deviation . Is there a possibility that I might be doing something wrong here?