Numerical Methods for Ordinary Differential Equations

Geon Ho Choe
Additional contact information
Geon Ho Choe: Korea Advanced Institute of Science and Technology, Department of Mathematical Sciences

Chapter Chapter 1 in Quantitative Methods for Finance with Simulations II, 2026, pp 3-15 from Springer

Abstract: Abstract In this chapter we introduce basic numerical algorithms to solve ordinary differential equations (ODEs), before we start on the numerical methods for partial differential equations (PDEs) and stochastic differential equations (SDEs) in later chapters, which will give the reader broader perspectives in understanding the numerical solution of differential equations in general.

Date: 2026
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-032-12331-2_1

Ordering information: This item can be ordered from
http://www.springer.com/9783032123312

DOI: 10.1007/978-3-032-12331-2_1

Access Statistics for this chapter

More chapters in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().