Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance - ISBN:3642160034

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance

Date: 10 November 2010, 05:18

Free register and download UseNet downloader, then you can FREE Download from UseNet.

Download without Limit " Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance " from UseNet for FREE!

Markus Holtz, "Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance"
S---er | 2010 | ISBN: 3642160034 | 182 pages | PDF | 3,6 MB

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.

Download

Download Links:

Download Link (High Speed Download)

Download Link 1 (http://uploading.com/...3642160034SparsQuadrature.rar)

Download Link 2 (http://depositfiles.com/...mo0yny7wc)

Download Link 3 (http://www.filesonic.com/...3642160034SparsQuadrature.rar=)

Related Articles:
Quadrature Grid Insurance Applications Finance

DISCLAIMER:

This site does not store Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance on its server. We only index and link to Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance provided by other sites. Please contact the content providers to delete Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance if any and email us, we'll remove relevant links or contents immediately.