The key aim of this serial is to study various stochastic models in finance with emphasis on the Monte Carlo simulations with R for these models.In this paper,we will discussmore SDE models,including the mean reverting process,the mean reverting Ornstein-Uhlenbeck process,the square root prosess,the CIR model and Θ process.Moreover,we will make some further comments on the current study of the numerical solutionsof SDEs.