Numerical integration in hundreds of dimensions

Nowadays integration problems with very large numbers of variables arise in many applications, including mathematical finance. While Monte Carlo methods are available for problems with any number of integration variables, increasingly attention has turned to quasi-Monte Carlo methods. These have the appearance of Monte Carlo methods, but with the integration points chosen deterministically instead of randomly. This talk will review the history of quasi-Monte Carlo methods, finishing with recent step-by-step constructions of rules with very large numbers of points and hundreds of variables.