Weitere Formate
Softcover - 9783642265631
53,49 €
Autorenfreundlich Bücher kaufen?!
Beschreibung
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. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 25. Oktober 2010 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 471 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783642160035 |
| Auflage | 2011 |
| Seiten | 192 |
Bekannt durch
