Research : The Potential for Straight Perpetual Redemptions

This essay continues a discussion of Implied Volatility Theory in the world of preferred shares, although I wasn’t referring to it in that manner. Only Straight Perpetuals were examined (a taxonomy of preferred shares is included in the article), and a rudimentary calculator was provided. This essay builds upon the earlier effort, Implied Volatility of Straight Perpetuals.

Look for the research link!

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