thanks Spaagg

Hey Sofiane,what about the meaning of Rho and Vol of Vol (skew/smile parameters) in the calibration process?thanks

do a search in this web site!otherwise, google search!!cheers

Hi Collector,when it will be completely ready to work your web site?CheersJ

check the Quantitative Forum, there's already a rich topic about thatCheersJ

thanks so much mate

Any paper concerning the volatility model calibration and its parameters?thanksJ

thanks

u right CVZ, to calibrate my forward vola model i'm used to estimate sigma, theta, kappa, volvol and rho, but i don't understand the meaning of vol of vol.--------------------------------------thanks SPAAG for replyingi'll work on that!j

what's the vol of vol, and how do u use it in the calibration process?thanksJ

bloomber, reuters, datastream......cheers

<t>Convexity is a measure of the curvature in the relationship between bond prices and bond yields.for large changes in yields, duration provides an approximation, so convexity is the right measure for more accurate estimations. the true relashionship between a change in price and a change in intere...

ok, next time write me a mail or post a quote and we organise!will be great.cheersJ

thanks for reply

Quotenetizen=citizen of the net? Right? right!are u in london?