Mohlo by sa vám tiež páčiť

Viac informácií o knihe Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 175 bodov

Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
• Autor: Markus Holtz
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 192
• EAN: 9783642265631
• ISBN: 3642265634
• ID: 01659978
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 314 g
• Rozmery: 235 × 155 × 12 mm
• Dátum vydania: 01. December 2012

Obľúbené z iného súdka

---

---

---