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- Tuesday snooze (not)On March 21, 2023 6:32 am went 15.94 km during 01:33:03 hours climbing 164.00 meters burning 1,447 calories.
- Dancing in the rain with BS, GD & SGOn March 20, 2023 7:03 am went 10.21 km during 00:57:48 hours climbing 150.00 meters burning 920 calories.
- Brad’s Vlakkenberg loop with BS & SGOn March 18, 2023 6:49 am went 25.33 km during 04:42:19 hours climbing 1,685.00 meters burning 3,171 calories.
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Monthly Archives: November 2017
Basic VBA code
Attached a spreadsheet with the VBA code, please note this is aimed at the South African market and should be considered a beta version: SpotLinearInterpolation – VBA code to determine the rate from today to a date in the future. … Continue reading
Posted in Financial modelling
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Value at Risk (VaR)
Value at Risk (VaR) is a commonly used measure of market risk in portfolios. VaR is formally defined as the ‘predicted loss at a specific confidence level over a given holding period’. The Basel II accords require a 99% confidence … Continue reading
Posted in Risk management
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