1 Table of Contents: “... Optimization -- Finite Difference Methods -- Numerical Solution of Linear Systems -- Quadrature Methods...”

2 Subjects: “...Differential Equations...”

3 Table of Contents: “... appendix 2: Stochastic differential equations and diffusion processes -- 2.1 Stochastic differential...”

4 Table of Contents: “... -- Diffusion Processes -- Martingales and Stochastic Integrals -- The Itô Formula -- Stochastic Differential...”

5 Table of Contents: “... -- Monte Carlo Simulation with Stochastic Differential Equations -- Standard Methods for Standard Options...”

6 “... the theory of stochastic processes, stochastic calculus and differential equations, among others, which can...”

7 “... differential taxation to "normal" and "excess" returns. The distinction between these two elements is being...”

8 Table of Contents: “... Market with Heterogeneous Trading Strategies -- Simulation Methods for Stochastic Differential Equations...”

9 Table of Contents: “... -- 2.2 Analogies between borrowing and unfunded obligations -- 2.3 Differences between borrowing...”

10 “... stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space...”