I feel like I have to introduce concepts like variance and co-variance and correlation in order to talk about finance; so that's what we'll do in Lecture Two.

我会讲到像方差,协方差,相关系数,这样的概念,为金融学的内容作一些铺垫,我们会在第二课讲到

耶鲁公开课 - 金融市场课程节选

It is defined as rho= That's the correlation coefficient.

定义为,rho等于xy的协方差比xy各自的标准差的乘积,这就是相关系数

耶鲁公开课 - 金融市场课程节选