Sparse Grid Quadrature in High Dimensions With Applications in Finance and Insurance - Couverture rigide

Holtz, Markus

Couverture rigide

ISBN 10 : 3642160034 ISBN 13 : 9783642160035

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2010

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.

A propos du livre

À propos de l?auteur

- Scientific employee at the Institute for Numerical Simulation at the University of Bonn (July 2004 - January 2009) - Involved in several teaching activities and research projects in the area of computational finance partly in close cooperation with financial institutions - Since January 2009 at head office of Baloise Group working on the introduction of stochastic models for life insurance portfolios

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 3642160034
• ISBN 13: 9783642160035
• Reliure: Relié
• Nombre de pages: 200
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne