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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance - Lecture Notes in Computational Science and Engineering Markus Holtz 2011 edition
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance - Lecture Notes in Computational Science and Engineering
Markus Holtz
This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance.
200 pages, 32 black & white illustrations, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 25, 2010 |
| ISBN13 | 9783642160035 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 192 |
| Dimensions | 161 × 239 × 17 mm · 272 g |
| Language | English |