{"id":9733,"date":"2010-02-16T18:48:31","date_gmt":"2010-02-16T22:48:31","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=9733"},"modified":"2010-02-16T18:48:31","modified_gmt":"2010-02-16T22:48:31","slug":"straight-perpetual-implied-volatility-calculator","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=9733","title":{"rendered":"Straight Perpetual Implied Volatility Calculator"},"content":{"rendered":"<p>As <a href=\"http:\/\/www.prefblog.com\/?p=9331\">previously announced<\/a>, the January edition of <a href=\"http:\/\/www.prefletter.com\">PrefLetter<\/a> discussed the pricing of embedded options:<\/p>\n<blockquote><p>The January edition contains an appendix examining the calculation of Implied Volatility for PerpetualDiscount preferred shares and a discussion of the model and its applicability for portfolio management.<\/p><\/blockquote>\n<p>A calculator was developed to accompany this article and is <a href=\"http:\/\/www.prefblog.com\/xls\/PDTheoreticalPricing.xls\">available for download<\/a>, with the permanent link under &#8220;On-Line Resources&#8221; in the right hand panel.<\/p>\n<p>As always, I recognize that improvements are possible. If anybody sends me an improvement which I incorporate into the version of the spreadsheet published here, rest assured that this contribution will be fully credited.<\/p>\n<p><b>Update, 2010-3-22<\/b>: More issues now incorporated on spreadsheet.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>As previously announced, the January edition of PrefLetter discussed the pricing of embedded options: The January edition contains an appendix examining the calculation of Implied Volatility for PerpetualDiscount preferred shares and a discussion of the &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[18,22],"tags":[],"class_list":["post-9733","post","type-post","status-publish","format-standard","hentry","category-prefletter","category-publications"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/9733","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=9733"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/9733\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=9733"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=9733"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=9733"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}