Up next
- 17/18/19-May, 36One MTB Challenge, 361km
- 28/29-Aug, UTMB – TDS, 145km
Latest Activities (Strava)
- Trying to keep up with the older wiser oneOn May 19, 2019 1:58 pm went 12.29 km during 01:29:57 hours climbing 43.00 meters
- Hampshire meander with STOn May 18, 2019 7:16 am went 37.11 km during 04:53:53 hours climbing 534.00 meters
- The coffee runOn May 16, 2019 7:28 am went 6.49 km during 00:42:21 hours climbing 151.00 meters
- Trying to keep up with the older wiser one
Archives
Meta
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
Leave a comment