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Topic: Information on Cubic Spline Algorithm & bootstrapping
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Isabelle Brasseur

Posts: 1
Registered: 12/12/04
Information on Cubic Spline Algorithm & bootstrapping
Posted: Jul 12, 1996 9:18 PM
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I'm looking for the Cubic Spline Aproximation algorithm and its
details. I'm actually trying to approximate a data set of financial
yields on bonds.

In my work I'm also using the bootstrapping methodology t.

All details you would have about these methods and their application
in quantitative finance interest me.

In advance, thanks for answering.

Sincerely yours.

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