1 Table of Contents: “... The multidimensional integral; 7 Stochastic differential equations...”

2 Table of Contents: “... -- Differential Equations -- Difference Equations -- Optimization Theory -- Linear Programming -- Statistics...”

3 Table of Contents: “... Stochastic differential equations with jumps; 3.18.8 Itô formula for Lévy driven stochastic differential...”

4 Table of Contents: “... -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations...”

5 Table of Contents: “... difference equations -- Difference equations for life annuities -- Tranching and collateralized debt...”

6 Table of Contents: “... Analysis -- Chapter 11: Models Based on Differential Equations -- Chapter 12: Basic Models for Option...”

7 Table of Contents: “... Carlo algorithm; Simulating asset price processes; Discretising stochastic differential equations...”

8 “... integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own...”