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BOOK
Title Sparse grid quadrature in high dimensions with applications in finance and insurance / Markus Holtz.
Imprint Heidelberg ; New York : Springer, c2011.

Copies/Volumes

LOCATION CALL # STATUS
 Main Stacks  HF5691 .H65 2011    AVAILABLE
Description viii, 182 p. : ill. ; 24 cm.
Series Lecture notes in computational science and engineering, 1439-7358 ; 77.
Lecture notes in computational science and engineering ; 77.
Bibliog. Includes bibliographical references (p. 172-178) and index.
Subject Numerical analysis.
Finance -- Mathematical models.
Risk -- Mathematical models.