BM                      Brownian motion, Brownian bridge, geometric
                        Brownian motion, and arithmetic Brownian motion
                        simulators
HWV                     Hull-White/Vasicek, Ornstein-Uhlenbeck process
Irates                  Monthly Interest Rates
MCM.sde                 Parallel Monte-Carlo Methods for SDE's
MEM.sde                 Moment Equations Methods for SDE's
Sim.DiffProc-package    Simulation of Diffusion Processes
TEX.sde                 Converting Sim.DiffProc Objects to LaTeX
bridgesde1d             Simulation of 1-D Bridge SDE
bridgesde2d             Simulation of 2-D Bridge SDE's
bridgesde3d             Simulation of 3-D Bridge SDE's
fitsde                  Maximum Pseudo-Likelihood Estimation of 1-D SDE
fptsde1d                Approximate densities and random generation for
                        first passage time in 1-D SDE
fptsde2d                Approximate densities and random generation for
                        first passage time in 2-D SDE's
fptsde3d                Approximate densities and random generation for
                        first passage time in 3-D SDE's
moment                  Monte-Carlo statistics of SDE's
plot2d                  Plotting for Class SDE
rsde1d                  Approximate transitional densities and random
                        generation for 1-D SDE
rsde2d                  Approximate transitional densities and random
                        generation for 2-D SDE's
rsde3d                  Approximate transitional densities and random
                        generation for 3-D SDE's
snssde1d                Simulation of 1-D Stochastic Differential
                        Equation
snssde2d                Simulation of 2-D Stochastic Differential
                        Equation
snssde3d                Simulation of 3-D Stochastic Differential
                        Equation
st.int                  Stochastic Integrals
