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

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

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

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of

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