Correlations and Copulas (FRM Part 1 2023 - Book 2 - Chapter 15)

[@investwithvincent6329]

14:00 if those correlations happen to be greater than 1 what does that mean?

[@Tyokok]

Thanks for the great lecture! Could you please let me know where is the previous lecture? Appreciate it!

[@investwithvincent6329]

14:10 What exactly is a semi definite matrix?

[@investwithvincent6329]

13:00 Why did we multiply by 2?

[@investwithvincent6329]

10:00 This makes me start to look at my idea of covariance like Macaulay Duration vs Modified Duration. Modified duration gives us a more exact figure just like correlation using the GARCH (1,1) model

[@yvesprimeau6031]

Better a good question with a wrong answer than a bad question with a good answer...