About the Authors

Meet Kees Oosterlee and Lech Grzelak

Online Courses Based on the Book

The book comes with free courses that will help master the subjects covered.

Free Matlab and Python Codes

Every figure and table is accompanied with Python and Matlab codes. Click to visit GitHub page.

Solutions to Exercises

The solutions to odd exercises are available. The complete solutions are available for teachers (please write e-mail to to get access).


See book reviews.


Book's errata with typos and corrections.