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February 2019 M T W T F S S 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 Latest Activities (Strava)
- Wietse 30km with GG & SGOn September 23, 2023 5:34 am went 29.74 km during 02:57:19 hours climbing 441.00 meters burning 2,795 calories.
- Crash & burn with GG & SGOn September 22, 2023 5:11 am went 18.69 km during 01:44:53 hours climbing 142.00 meters burning 1,677 calories.
- The creatine & air conditioner run!On September 20, 2023 5:45 am went 12.41 km during 01:09:55 hours climbing 153.00 meters burning 1,121 calories.
- Wietse 30km with GG & SG
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Monthly Archives: February 2019
Understanding Volatility
We usually think of volatility as the standard deviation of a series, e.g. price returns however while this applies to historic volatility (ex-post) what do we do when it comes to addressing expected volatility (ex-ante)? Three types of models: -local … Continue reading
Posted in Risk management
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