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The accuracy of linear interpolation in tables of the mathematics of finance


Author: Hugh E. Stelson
Journal: Math. Comp. 3 (1949), 408-412
MSC: Primary 65.0X
DOI: https://doi.org/10.1090/S0025-5718-1949-0029277-X
MathSciNet review: 0029277
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  • [4] See Theodore E. Raiford, Mathematics of Finance. Boston, 1945, p. 25, note, and W. L. Hart, Mathematics of Investment, third ed., Boston, 1946, p. 75 and p. 138. In these texts the following statement is made. Experience shows that it is safe to assume that a value of I found by interpolation is in error by not more than $ \tfrac{1}{{20}}$ of the difference of the table rates used in the interpolation.

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DOI: https://doi.org/10.1090/S0025-5718-1949-0029277-X
Article copyright: © Copyright 1949 American Mathematical Society