Journal of Mathematical Finance

Vol.5 No.4(2015), Paper ID 61264, 17 pages

DOI:10.4236/jmf.2015.54031

 

In Search of the Best Zero Coupon Yield Curve for Nairobi Securities Exchange: Interpolation Methods vs. Parametric Models

 

Lucy Muthoni

 

Institute of Mathematical Sciences (IMS), Strathmore University, Nairobi, Kenya

 

Copyright © 2015 Lucy Muthoni et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Muthoni, L. (2015) In Search of the Best Zero Coupon Yield Curve for Nairobi Securities Exchange: Interpolation Methods vs. Parametric Models. Journal of Mathematical Finance, 5, 360-376. doi: 10.4236/jmf.2015.54031.
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