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Methods for Constructing a Yield Curve: Wilmott Magazine Article
Patrick S. Hagan & Graeme West 1723 Views

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.
Finformatics - Bayes' Rule In Action: Wilmott Magazine Article
Kent Osband 4790 Views

Martha Stewart beware! This instalment of the Reverending (sic) story revisits our robotic coin tossing friend and really puts Bayes through his paces.

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