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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)

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