The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model

This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer e