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Using Lagrange multipliers to find tension in a falling yo-yo

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 ...
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Fast at-the-money calibration of the Libor market model using Lagrange multipliers

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 ...
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Using Lagrange multipliers to find constraint force in polar coordinates

Learn how to apply Lagrange multipliers to find constraint forces in polar coordinates! This video breaks down the process step by step for a clearer understanding. #LagrangeMultipliers ...