What is calibration in valuation/pricing process
What is calibration in valuation/pricing process?
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While a quant has to value an exotic contract then he looks to the exchange-traded vanillas to provide him some insight in what volatility to utilize. It is calibration.
Explain all possible ways of marking over-the-counter contracts.
State the term Calibration in financial model?
What are the modern approaches uses for forecast volatility and model?
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Explain the advantages and limitations of the internal rate of return method?
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