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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance Cover Image E-book E-book

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance [electronic resource] / by Markus Holtz.

Holtz, Markus. (Author). SpringerLink (Online service) (Added Author).

Record details

  • ISBN: 9783642160042
  • Physical Description: VIII, 192 p. digital.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
Subject: Mathematics.
Finance.
Computer science > Mathematics.
Mathematics.
Computational Mathematics and Numerical Analysis.
Quantitative Finance.

Electronic resources


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020 . ‡a9783642160042 ‡9978-3-642-16004-2
0247 . ‡a10.1007/978-3-642-16004-2 ‡2doi
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050 4. ‡aQA71-90
072 7. ‡aPBKS ‡2bicssc
072 7. ‡aMAT006000 ‡2bisacsh
1001 . ‡aHoltz, Markus.
24510. ‡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.
4900 . ‡aLecture Notes in Computational Science and Engineering, ‡x1439-7358 ; ‡v77
650 0. ‡aMathematics.
650 0. ‡aFinance.
650 0. ‡aComputer science ‡xMathematics.
65014. ‡aMathematics.
65024. ‡aComputational Mathematics and Numerical Analysis.
65024. ‡aQuantitative Finance.
7102 . ‡aSpringerLink (Online service)
7730 . ‡tSpringer eBooks
77608. ‡iPrinted edition: ‡z9783642160035
830 0. ‡aLecture Notes in Computational Science and Engineering, ‡x1439-7358 ; ‡v77
85640. ‡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

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