Compiled official course solutions to STAT 31120: Numerical Methods for Stochastic Differential Equations, by Prof. Zhongjian Wang. Department of Statistics and the College, The University of Chicago. The problems are included in the PDF document, one may also find the problems in the course textbook by Textbook: Kloeden & Platen, Numerical Solution of Stochastic Differential Equations. The course webpage is here (may expire).
Please send any comments to honglizhaobob@uchicago.edu