GARCH Toolbox™

Monte Carlo Simulation of Stochastic Differential Equations

Introduction	High-level overview of tasks you can perform with stochastic differential equations
Terminology	Explanations of terms used in the following sections
Behavior and Syntax of SDE Objects	Common characteristics and behavior of SDE objects and utilities
Parametric Specification	Specifying parameters that support relationships commonly found in SDE simulation
Using SDE Objects to Create Models	How to instantiate objects from the SDE class hierarchy to represent models
Solving Problems with SDE Models	Examples of creating SDE objects to model and solve problems
Creating User-Specified Functions	Creating your own functions
Managing Memory, Performance, and Solution Accuracy	Information to optimize memory, performance, and accuracy of solutions

Working with Presample Data

Introduction