Lagrangian Mechanics: Using Lagrange multipliers to calculate forces of constraint! 🔩⚙️ In this video, we dive deep into the power of Lagrangian mechanics to handle systems with constraints. Learn ...

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 ...