Message Boards Message Boards

1
|
6945 Views
|
0 Replies
|
1 Total Likes
View groups...
Share
Share this post:

Review of interpolation routines - Part I

Posted 10 years ago

Interpolation is important concept in approximation theory and frequently used technique in computational finance. The first instalment of this theme deals with the univariate case where data gaps are interpolated with various models and methods and then the interpolated curves are used to compute the quantities on which we test the ‘goodness’ of each method.

Interpolation image 1

Attachments:
POSTED BY: Igor Hlivka
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract