PrefLetter Reference to Essay Regarding Implied Volatility

In the December edition of PrefLetter, I suggested that an article regarding the calculation of Implied Volatility as it related to PerpetualDiscounts “should be published in the next edition of Canadian Moneysaver”.

As it turns out, the article has not been published.

The article will be published in expanded form in the January edition of PrefLetter; in the interim, interested PrefLetter subscribers may contact me to receive a copy of the article I had anticipated would be published in CMS.

This entry was posted on Tuesday, December 22nd, 2009 at 2:27 pm and is filed under PrefLetter. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

One Response to “PrefLetter Reference to Essay Regarding Implied Volatility”

  1. PrefBlog » Blog Archive » January PrefLetter Now in Preparation! says:
    January 9, 2010 at 2:26 am

    […] As noted in a prior post, the January edition will contain an appendix discussing Implied Volatility & PerpetualDiscounts. […]

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