FM12 - MS30-3 - Calibrating Volatility Surfaces for Commodity Derivatives Presentation: Vinicius Albani, IMPA, Brazil, 11 min 30 sec
FM12 - MS30-3 - Calibrating Volatility Surfaces for Commodity Derivatives (PDF) Link: View PDF Handout
FM12 - MS30-4 - An Overview of Calibration Methods of Local Volatility Surfaces Presentation: Jorge P. Zubelli, IMPA, Brazil, 31 min 57 sec
FM12 - MS30-4 - An Overview of Calibration Methods of Local Volatility Surfaces (PDF) Link: View PDF Handout