PhD Thesis of Pedro Gonnet on the topic of Adaptive Quadrature.ETH Thesis Nr. 18347 accepted on the recommendation of Prof. Dr. W. Gander, Prof. Dr. J. Waldvogel and Prof. Dr. D. Laurie.

This book is concentrated on the synergy between computer science and numerical analysis. It is written to provide a firm understanding of the described approaches to computer scientists, engineers or other experts who have to solve real problems. The meshless solution approach is described in more detail, with a description of the required algorithms and the methods that are needed for the design of an efficient computer program. Most of the details are demonstrated on solutions of practical problems, from basic to more complicated ones. This book will be a useful tool for any reader interested in solving complex problems in real computational domains.

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

A revised textbook for introductory courses in numerical methods, MATLAB and technical computing, which emphasises the use of mathematical software.

This book constitutes the refereed conference proceedings of the 20th International Conference on Principles and Practice of Constraint Programming, CP 2014, held in Lyon, France, in September 2014. The 65 revised papers presented together with 4 invited talks were carefully selected from 108 submissions. The scope of CP 2014 includes all aspects of computing with constraints, including theory, algorithms, environments, languages, models, systems, and applications such as decision making, resource allocation, and agreement technologies.