Volume 1: Deterministic Modeling, Methods and Analysis For more than half a century, stochastic calculus and stochastic differential equations have played a maj

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

Volume 2: Stochastic Modeling, Methods, and Analysis This is a twenty-first century book designed to meet the challenges of understanding and solving interdisci

An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich d

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated ma