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

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

by Markus Holtz

Paperback(2011)

$119.99
Use Standard Shipping. For guaranteed delivery by December 24, use Express or Expedited Shipping.

Product Details

ISBN-13: 9783642265631
Publisher: Springer Berlin Heidelberg
Publication date: 12/01/2012
Series: Lecture Notes in Computational Science and Engineering , #77
Edition description: 2011
Pages: 192
Product dimensions: 6.10(w) x 9.25(h) x 0.02(d)

About the Author

• 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

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews