Numerical Solution of Sde Through Computer Experiments (1994. Corr. 3rd Printing 2002)Paperback - 1994. Corr. 3rd Printing 2002, 20 December 1993

This is a computer experimental introduction to the numerical solution of stochastic differential equations. A floppy disk containing Turbo Pascal programs for over 100 problems is provided to enable the reader to develop an intuitive understanding of the issues involved.