Amazon recommends to package it with Paul Welin's book "Programming in Mathematica". Not surprisingly. Each method in our book is references with practical, bank-proof examples, represented in UnRisk's Mathematica front-end. They really speak and compute quant finance.
Robert Maringer, Head of Valuation Control Switzerland, Credit Suisse, reviewed the book. The authors cover a broad range of numerical techniques for differential equations, such as Finite Elements, Montecarlo, Fourier techniques and parameter calibration .... covering all sorts of practical challenges. A vast number of numerical results illustrate potential implementation pitfalls and the mitigation techniques presented. ...The cover makes it clear: it is about cross-sectoral math transferred from complex systems in, say, heavy industries to computational finance - by experienced coal-faced mathematicians.
Assorted links to the UnRisk Insight blog from a post series related to the cross-sectoral math experience and the book:
A Short Letter From a SteelTown
Blast Furnaces and Mathematical Finance
Telescopes and Mathematical Finance
Dupire or Not Dupire?
Why FEM in Quant Finance - I
Why FEM in Quant Finance - II
It is all about: a more-complicated model may carry a greater risk than a cruder one - especially if there is the danger that the extra information gets lost in the numerical jungle.