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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)
- ☕️ 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
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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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