Computer Methods in Stochastic Modeling (Komputerowe metody w modelowaniu stochastycznym)

The book can be classified as a work from a new quickly developing domain of applied and computational mathematics called numerical probability or computational stochastics. Authors present new computer methods of construction and investigation of various stochastic models describing problems arising in finance, economics, biology, physics and engineering, providing accurate descriptions of real-life phenomena. Enclosed original computer software package SDE-Solver helps to get deeper insight into different properties of examined models.