Overview
Computational methods in financial engineering is a book by Manfred Gilli, Erricos John Kontoghiorghes, Berc Rustem and Peter Winker, first published in 2008. In this catalogue it is classified mainly under Portfolio Optimization, with secondary coverage of Quantitative Finance.
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, optimization, 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 95% and difficulty confidence is 66%; the catalogue lists no ratings or awards.