Up next
- 2022 challenges being updated…
Latest Activities (Strava)
- ☕️ run with SG & TROn March 18, 2024 5:46 am went 7.82 km during 00:45:52 hours climbing 51.00 meters burning 695 calories.
- Weskus Marathon with KB & TROn March 16, 2024 6:29 am went 42.32 km during 04:26:32 hours climbing 492.00 meters burning 3,804 calories.
- 3 Peaks with IDOn March 13, 2024 5:32 am went 25.85 km during 04:56:22 hours climbing 1,872.00 meters burning 3,517 calories.
- ☕️ run with SG & TR
Archives
Meta
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
Leave a comment
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
Leave a comment