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

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

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

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