Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance [electronic resource] / by Markus Holtz.
Record details
- ISBN: 9783642160042
- Physical Description: VIII, 192 p. digital.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
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| Subject: | Mathematics. Finance. Computer science > Mathematics. Mathematics. Computational Mathematics and Numerical Analysis. Quantitative Finance. |
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Electronic resources
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| 001 | 4797 | ||
| 003 | CONS | ||
| 005 | 20121204205851.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 101029s2011 gw | s |||| 0|eng d | ||
| 020 | . | ‡a9783642160042 ‡9978-3-642-16004-2 | |
| 024 | 7 | . | ‡a10.1007/978-3-642-16004-2 ‡2doi |
| 035 | . | ‡a(DE-He213)978-3-642-16004-2 | |
| 050 | 4. | ‡aQA71-90 | |
| 072 | 7. | ‡aPBKS ‡2bicssc | |
| 072 | 7. | ‡aMAT006000 ‡2bisacsh | |
| 100 | 1 | . | ‡aHoltz, Markus. |
| 245 | 1 | 0. | ‡aSparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance ‡h[electronic resource] / ‡cby Markus Holtz. |
| 260 | . | ‡aBerlin, Heidelberg : ‡bSpringer Berlin Heidelberg, ‡c2011. | |
| 300 | . | ‡aVIII, 192 p. ‡bdigital. | |
| 490 | 0 | . | ‡aLecture Notes in Computational Science and Engineering, ‡x1439-7358 ; ‡v77 |
| 650 | 0. | ‡aMathematics. | |
| 650 | 0. | ‡aFinance. | |
| 650 | 0. | ‡aComputer science ‡xMathematics. | |
| 650 | 1 | 4. | ‡aMathematics. |
| 650 | 2 | 4. | ‡aComputational Mathematics and Numerical Analysis. |
| 650 | 2 | 4. | ‡aQuantitative Finance. |
| 710 | 2 | . | ‡aSpringerLink (Online service) |
| 773 | 0 | . | ‡tSpringer eBooks |
| 776 | 0 | 8. | ‡iPrinted edition: ‡z9783642160035 |
| 830 | 0. | ‡aLecture Notes in Computational Science and Engineering, ‡x1439-7358 ; ‡v77 | |
| 856 | 4 | 0. | ‡uhttp://dx.doi.org/10.1007/978-3-642-16004-2 ‡9CONS |
| 950 | . | ‡aMathematics and Statistics (Springer-11649) | |
| 901 | . | ‡a4797 ‡b ‡c4797 ‡tbiblio ‡sSystem Local | |