Coal-Faced Mathematicians in Quant Finance

Wiley (The Wiley Finance Series)  plans to release this book in Jul-13: A Workout in Quantitative Finance, by Michael Aichinger, Andreas Binder - top UnRiskers. Would you care to preorder it?

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.