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Methods for Constructing a Yield Curve: Wilmott Magazine Article
Patrick S. Hagan & Graeme West 1695 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.
In the Lap of the Gods: Wilmott Magazine Article
Henriėtte Prast 3493 Views

The 17th-century mathematician and theologian Blaise Pascal became fascinated by gambling as a phenomenon after being approached for help by a gambling addict who had got himself into financial difficulties. Tradition has it that this meeting caused Mr. Pascal to retreat to a monastery, where, ironically, he invented the roulette wheel. Pascal's philosophising about gambling also produced a rational explanation for the Christian faith. If God exists, the religious have gambled well and won themselves a place in heaven; if there is no God, nothing is lost. Pagans, on the other hand, will end up in Hell, if God turns out to exist after all. According to Pascal, this makes opting for the faith a rational bet.

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