Overview
Computational Methods for Quantitative Finance is a book by Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter, first published in 2013. In this catalogue it is classified mainly under Numerical Methods and Derivatives Pricing, with secondary coverage of Quantitative Finance and Stochastic Calculus.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, numerical analysis, probability theory and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 97% and difficulty confidence is 78%; the catalogue lists no ratings or awards.