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SERVING THE QUANTITATIVE FINANCE COMMUNITY. I forgot my password. This is the forum for general quantitative finance banter. January 6th, 2017, 1231 pm. Re Sovereign bond buyers. January 6th, 2017, 1231 pm. This is the place for seasoned professionals technobabble. Newbies, read and learn only! Yesterday, 1123 pm. Re Breakthrough in the theor. Yesterday, 1123 pm. January 9th, 2017, 1223 pm. Re End of bitcoin? January 9th, 2017, 1223 pm. Yesterday, 758 pm. Re Granger Causality Spreads. Affin.
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Wilmott Serving The Quantitative Finance Community Home
In this paper we survey a wide selection of the interpolation algorithms that are in use in financial markets for construction of curves such as forward curves, basis curves, and most importantly, yield curves. In the case of yield curves we also review the issue of bootstrapping and discuss how the interpolation algorithm should be in- timately connected to the bootstrap itself.
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SERVING THE QUANTITATIVE FINANCE COMMUNITY. I forgot my password. This is the forum for general quantitative finance banter. January 6th, 2017, 1231 pm. Re Sovereign bond buyers. January 6th, 2017, 1231 pm. This is the place for seasoned professionals technobabble. Newbies, read and learn only! Yesterday, 1123 pm. Re Breakthrough in the theor. Yesterday, 1123 pm. January 9th, 2017, 1223 pm. Re End of bitcoin? January 9th, 2017, 1223 pm. Yesterday, 758 pm. Re Granger Causality Spreads. Affin.PARSED CONTENT
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