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Applied Mathematical Finance Volume 13, 2006 - Issue 2
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Original Articles

Interpolation Methods for Curve Construction

Patrick S. Hagan Bloomberg, LP, 499 Park Avenue, New York, NY 10022, USA
&
Graeme West Programme in Advanced Mathematics of Finance, School of Computational & Applied Mathematics, University of the Witwatersrand, Private Bag 3, Wits 2050, South AfricaCorrespondence[email protected]
Pages 89-129 | Received 30 Nov 2004, Published online: 02 Feb 2007

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