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Numerical integration. --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis

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Clouds --- Photographs from space --- Meteosat (Artificial satellite) --- -Numerical integration --- Numerical integration --- Data processing. --- #TWER:WTCM --- 52 --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Meteorology --- Photographs from space&delete& --- Data processing --- Astronomie. Astrofysica. Ruimteonderzoek. Geodesie --- Clouds - Photographs from space - Data processing. --- Numerical integration - Data processing.

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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.

Calculus, Integral. --- Numerical grid generation (Numerical analysis). --- Numerical analysis --- Finance --- Risk --- Mathematics --- Engineering & Applied Sciences --- Physical Sciences & Mathematics --- Applied Mathematics --- Mathematics - General --- Mathematical models --- Numerical integration. --- Insurance --- Mathematical models. --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Mathematics. --- Economics, Mathematical. --- Computer mathematics. --- Computational Mathematics and Numerical Analysis. --- Quantitative Finance. --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Economics --- Mathematical economics --- Econometrics --- Math --- Science --- Methodology --- Definite integrals --- Interpolation --- Computer science --- Finance. --- Funding --- Funds --- Currency question --- Economics, Mathematical .

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Numerical integration --- Congresses --- 519.6 --- 681.3*G14 --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- Computational mathematics. Numerical analysis. Computer programming --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Numerical integration - Congresses

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Numerical solutions of differential equations --- Numerical integration --- Congresses --- -519.6 --- 681.3*G14 --- Integration, Numerical --- Mechanical quadrature --- Quadrature, Mechanical --- Definite integrals --- Interpolation --- Numerical analysis --- Computational mathematics. Numerical analysis. Computer programming --- Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 681.3*G14 Quadrature and numerical differentiation: adaptive quadrature; equal intervalintegration; error analysis; finite difference methods; gaussian quadrature; iterated methods; multiple quadrature --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- 519.6 --- Numerical integration - Congresses