Do you know the difference between a physics text and an engineering text? One emphasizes theory while the other is about getting the job one? This is an engineering-style text. Tavella briefly reviews stochastic calculus and financial engineering theory. Prior familiarity with some theory will be important, but if you have that, this material will really enhance your understanding. The rest of the book delves into the pricing of European, American and path dependent derivatives using simulation and finite differences ...