Covariance: population vs. sample, and relationship to correlation (FRM T2-8)

Опубликовано: 24 Апрель 2026
на канале: Bionic Turtle
6,286
66

[Here is my xls http://trtl.bz/2B9nqdO] Covariance is a measure of linear co-movement between variables. Independence implies zero covariance, but the converse is not necessarily true (because variables can be dependent in a non-linear way). Discuss this video in our FRM forum! https://trtl.bz/2zkjKGd

Subscribe here https://www.youtube.com/c/bionicturtl...
to be notified of future tutorials on expert finance and data science, including the Financial Risk Manager (FRM), the Chartered Financial Analyst (CFA), and R Programming!

If you have questions or want to discuss this video further, please visit our support forum (which has over 50,000 members) located at http://bionicturtle.com/forum

You can also register as a member of our site (for free!) at https://www.bionicturtle.com/register/

Our email contact is [email protected] (I can also be personally reached at [email protected])

For other videos in our Financial Risk Manager (FRM) series, visit these playlists:

Texas Instruments BA II+ Calculator
   • Texas Instruments BA II+ Calculator  

Risk Foundations (FRM Topic 1)
   • Risk Foundations (FRM Topic 1)  

Quantitative Analysis (FRM Topic 2)
   • Quantitative Analysis (FRM Topic 2)  

Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
   • Financial Markets and Products: Intro to D...  

Financial Markets and Products: Option Trading Strategies (FRM Topic 3, Hull Ch 10-12)
   • Financial Markets and Products: Option Tra...  

FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)
   • FM&P: Intro to Derivatives: Exotic options...  

Valuation and Risk Models (FRM Topic 4)
   • Valuation and RIsk Models (FRM Topic 4)  

Coming Soon ....
Market Risk (FRM Topic 5)
Credit Risk (FRM Topic 6)
Operational Risk (FRM Topic 7)
Investment Risk (FRM Topic 8)
Current Issues (FRM Topic 9)

For videos in our Chartered Financial Analyst (CFA) series, visit these playlists:

Chartered Financial Analyst (CFA) Level 1 Volume 1
   • Level 1 Chartered Financial Analyst (CFA ®...  

#bionicturtle #risk #financialriskmanager #FRM #finance #expertfinance

Our videos carefully comply with U.S. copyright law which we take seriously. Any third-party images used in this video honor their specific license agreements. We occasionally purchase images with our account under a royalty-free license at 123rf.com (see https://www.123rf.com/license.php); we also use free and purchased images from our account at canva.com (see https://about.canva.com/license-agree.... In particular, the new thumbnails are generated in canva.com. Please contact [email protected] or [email protected] if you have any questions, issues or concerns.