其他摘要：The subject of Stochastic Processes is highly specialized and here only we present an assessment of the subject. To explain uncertainty dynamics a model is required which consistsof a system et stochastic differential equation. We provide a critical synthesis of the literature and analyze the geometric behavior of a basket of useful models, stopping at computer simulation and borrowing ideas taken from the Monte Carlo method.
关键词：Wiener processes; diffusion processes; Ito formule; Ornstein-Uhlenbeck; Merton; Vasicek; Cox Ingersoll and Ross; Ho-Lee; Longstaff; Hull-White
