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In a recent paper in the Proceedings of the National Academy of Sciences, a team of scientists estimated the value of the second derivative. It turns out to be about 0.084 mm/year/year with an ...
The closed-loop control diagram of a second-order system, incorporating a second derivative gain (D Diff. Gain) along with feed-forward gains for velocity, acceleration, and jerk.
The second derivative is everywhere in finance. It is convexity in bonds or gamma in options. When someone blows up in the financial world, it is usually a failure to understand the second ...
R. Tyrrell Rockafellar, Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives, Mathematics of Operations Research, Vol. 14, No. 3 (Aug., 1989), pp. 462-484 ...
The eigenvalues of the pseudospectral second derivative matrix with homogeneous Dirichlet boundary conditions are important in many applications of spectral methods. This paper investigates some of ...
Vomma is a second-order Greek derivative, which means that its value provides insight on how vega will change with the implied volatility (IV) of the underlying instrument. If a positive vomma is ...
With that in mind, we can begin by stating that zomma is a third-order derivative. What this means is that zomma measures the change of a second-order derivative—specifically, gamma.