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--- courses:fam:kainhofer_nummeth_sde [2007/05/18 15:44] – reinhold
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 ===== Literature =====
-=== Levý-Processes ===
+**Levý-Processes**
   * Rama Cont, Peter Tankov. //Financial Modelling with Jump Processes//, Chapman & Hall/CRC Press, Financial Mathematics Series, Vol. 2, 2003.
   *  Paul Glasserman. //Monte Carlo Methods in Financial Engineering//, volume 53 of Applications of Mathematics. Springer-Verlag, 2004.
-=== Stochastic Analysis and SDEs ===
+**Stochastic Analysis and SDEs**
   * Thomas Mikosch. //Elementary Stochastic Calculus with Finance in View//, volume 6 of Advanced Series on Statistical Science & Applied Probability. World Scientific, 1998.
-  * Bernt Thomas Mikosch. //Elementary Stochastic Calculus with Finance in View//, volume 6 of Advanced Series on Statistical Science & Applied Probability. World Scientific, 1998.
+  * Bernt Øksendal. //Stochastic Differential Equations// - An Introduction with Applications. Springer, 1998.
+**Numerical Methods for SDEs**
-=== Numerical Methods for SDEs ===
   * Peter Kloeden, Eckhard Platen. //Numerical Solution of Stochastic Differential Equations//, volume 23 of Applications of Mathematics. Springer-Verlag, 1995.
   * Grigory Milstein, Michael Tretyakov. //Stochastic Numerics for Mathematical Physics//, Springer-Verlag, 2004.