Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance (Lecture Notes in Computational Science and Engineering)

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance (Lecture Notes in Computational Science and Engineering)

by Markus Holtz (Author)

Synopsis

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.

$124.47

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 182
Edition: 1st Edition.
Publisher: Springer
Published: 25 Oct 2010

ISBN 10: 3642160034
ISBN 13: 9783642160035