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What is the significance of statistical mathematics, covariance and correlation in finance?
I don't know what you want to ask . The problem is too big. Let me give you some applications of COV and Cole.

For example, in time series (such as high-frequency or overclocking time series widely used in finance), COR mode can reflect the model of this series. In financial econometrics, the basic analysis is aimed at VAR-COV matrix.

Because CORR is an intuitive measure of linear correlation, it is easy to lose some original characteristics of COV, such as the stationarity in time series can not be determined by corr. .

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