This was meant to have happened a few weeks ago, but we were caught up with events at Staple Inn.
Partly a Brexit inspired break, but mostly Kevin and I need to complete work on a fresh ERM paper, taking in our more recent work on calibrating the deferment rate, volatility etc., and the work of others on the same theme, such as by Radu Tunaru, and now Andrew Smith (see yesterday’s diary announcement).
It is likely we will be presenting these results at the London School of Economics, details to follow.
We will be back in mid-April, until then farewell.