{"id":32354,"date":"2016-02-11T16:58:37","date_gmt":"2016-02-11T21:58:37","guid":{"rendered":"http:\/\/prefblog.com\/?p=32354"},"modified":"2025-12-09T16:17:26","modified_gmt":"2025-12-09T21:17:26","slug":"implied-volatility-for-fixedresets-2016-edition","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32354","title":{"rendered":"Implied Volatility For FixedResets: 2016 Edition"},"content":{"rendered":"<p>The theory of Implied Volatility for FixedResets was published in the 2013 edition of <a href=\"http:\/\/www.prefletter.com\">PrefLetter<\/a> and <a href=\"http:\/\/prefblog.com\/?p=27674\">made public last year<\/a>.<\/p>\n<p>It has now been updated with further explanations, examples and discussion and the 2016 edition <a href=\"http:\/\/www.himivest.com\/media\/impliedVolatilityFixedResets_2016.pdf\">may be downloaded by clicking here<\/a>.<\/p>\n<p>The <a href=\"http:\/\/www.prefblog.com\/xls\/ImpliedVolatility.xls\">calculator<\/a> (an Excel Spreadsheet) has been publicly available for some time, linked on the right-hand navigation panel under the heading &#8220;Calculators&#8221;.<\/p>\n<p>Many readers will wish to read the companion essay <a href=\"https:\/\/prefblog.com\/?p=32313\">Implied Volatility for Straight Perpetuals<\/a> as it is conceptually similar with fewer parameters.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The theory of Implied Volatility for FixedResets was published in the 2013 edition of PrefLetter and made public last year. It has now been updated with further explanations, examples and discussion and the 2016 edition &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[22],"tags":[],"class_list":["post-32354","post","type-post","status-publish","format-standard","hentry","category-publications"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32354","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=32354"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32354\/revisions"}],"predecessor-version":[{"id":51218,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32354\/revisions\/51218"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32354"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32354"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32354"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}