Recent Highlights in Volatility

I am moving closer and closer to a regular feature along the lines of “The Week in Volatility.” I’m not quite there yet, so today I am going to turn the keyboard over to others around the blogosphere who have posted some interesting articles of note about volatility from the past week:

• Berkshire Hathaway’s Peculiar Volatility Numbers, Berkshire’s CDS and Counterparty Hedging, and Berkshire’s Puts: Not Such a Great Idea (Felix Salmon)
• Valuing Large Options in the Absence of Collateralisation (Financial Crookery)
  
• The Most Volatile Market Ever (Bespoke Investment Group)
• An Alternate (Simple) Explanation for Market Volatility (Humble Student of the Markets)
• A Turn in Historical Volatility (Condor Options)
• BEP Avenue Freezout (Daily Options Report)
• Two Ways to Interpret the VIX (Alex Trias)