What's new


  1. A

    Chapter 8 - Statistical Correlation models

    Hi I had certain queries related to the following 1.Pearson's correlation with expected values Consider sample data set Probability Returns ( X) Returns (Y) O.1 15 % 8% 0.2 - 10 % -5 % 0.3 10 % 7% 0.4...
  2. Nicole Seaman

    P2.T5.504. Rank correlations: Spearman's and Kendall's

    Learning outcomes: Evaluate the limitations of financial modeling with respect to the model itself, calibration of the model, and the model’s output. Assess the Pearson correlation approach, Spearman’s rank correlation, and Kendall’s τ, and evaluate their limitations and usefulness in finance...