Metadata
Author: QED
Data
English[en]
We'll focus on, correlation and covariance which are linear measures of dependence and are used very widely in, in finance. we'll define multivariate and bivariate distributions with an emphasis on the bivariate and multivariate normal distribution, and then we'll end the review by looking at linear combinations of random variables, and how those applies to the modeling of asset returns.
Spanish[es]
Nos centraremos en, correlación y covarianza que son las medidas lineales de dependencia que se utilizan muy ampliamente en, en finanzas. vamos a definir las distribuciones multivariantes y bivariadas con énfasis en la distribución normal bivariada y multivariado y entonces vamos a terminar la revisión viendo combinaciones lineales de variables aleatorias y cómo