- 2022 challenges being updated…
Latest Activities (Strava)
- Morning RunOn June 4, 2023 6:35 am went 5.50 km during 00:31:27 hours climbing 82.00 meters burning 489 calories.
- ☕️ runOn June 1, 2023 6:30 am went 5.37 km during 00:31:08 hours climbing 40.00 meters burning 485 calories.
- MUT 100On May 27, 2023 5:00 am went 100.87 km during 18:54:34 hours climbing 4,940.00 meters burning 15,604 calories.
- Morning Run
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