This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Mon

Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion ter

This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Appli

This 4-part treatment begins with algebra and analytic geometry and proceeds to an exploration of the calculus of algebraic functions and transcendental functio