Journal of Mathematical Finance

Vol.5 No.4(2015), Paper ID 61266, 16 pages

DOI:10.4236/jmf.2015.54032

 

Construction of Nominal Yield Curve for Nairobi Securities Exchange: An Improvement on Monotone Preserving r(t)t Interpolation Method

 

Lucy Muthoni, Silas Onyango, Omolo Ongati

 

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

 

Copyright © 2015 Lucy Muthoni, Silas Onyango, Omolo Ongati 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. , Onyango, S. and Ongati, O. (2015) Construction of Nominal Yield Curve for Nairobi Securities Exchange: An Improvement on Monotone Preserving r(t)t Interpolation Method. Journal of Mathematical Finance, 5, 377-392. doi: 10.4236/jmf.2015.54032.

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