This video demonstrates how to use Lagrange multipliers to find the tension in a falling yo-yo. By applying constraints and generalized coordinates, you’ll see how this powerful method reveals both ...

We claim to have developed the optimal methodology for non-parametric calibration of the market model to the prices of at-the-money caps/floors and swaptions and to the historic correlations of Libor ...

In this chapter we look at density estimation problems with Gaussian prior factors. We begin with a discussion of functional priors which are Gaussian in probabilities or in log-probabilities, and ...