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- 28/29-Aug, UTMB – TDS, 145km
Latest Activities (Strava)
- CMSC Crazies, last 4 with AWOn October 15, 2019 4:47 am went 10.21 km during 00:54:51 hours climbing 144.80 meters
- Fairview Goat Run with SG & TROn October 12, 2019 7:30 am went 26.26 km during 03:37:32 hours climbing 1,218.80 meters
- Contour path - no climb with BC (and AW & ID)On October 11, 2019 5:18 am went 8.85 km during 01:15:04 hours climbing 310.10 meters
- CMSC Crazies, last 4 with AW
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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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