A Visit to Lake Moab

I love the cooling breeze of the lake as I sit at the banks and make my first drawing in a long time, which I did with a... (Page 7)

Value at Risk and Expected Shortfall

Measuring tail risk with quantiles and conditional averages, and the limits of risk metrics in fast markets. (Page 104)

Volatility Modeling with GARCH

Forecasting conditional variance, clustering, and the practical limits of ARCH-family models in trading. (Page 105)