Click here for immediate access to the latest key research articles

Interpolation Methods for Curve Construction 

Authors: Patrick S. Hagan ^a; Graeme West ^b

Affiliations:	a Bloomberg, LP, New York, NY 10022, USA
	b Programme in Advanced Mathematics of Finance, School of Computational & Applied Mathematics, University of the Witwatersrand, Wits 2050, South Africa

DOI: 10.1080/13504860500396032

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 13, Issue 2 June 2006 , pages 89 - 129

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Linking to informaworld

Article Link

To link directly to Interpolation Methods for Curve Construction:

Issue Link

To link directly to Applied Mathematical Finance, Volume 13 No. 2:

Journal Link

To link directly to Applied Mathematical Finance: