The book has been reorganized in order to ease its use within standard courses on numerical methods for financial engineering. In the first edition, optimization applications were dealt with extensively, in chapters preceding those related to option pricing. This was a result of my personal background, which is mainly Computer Science and Operations Research, but it did not fit very well with the common use of a book on computational finance. In the present edition, advanced optimization applications are left to the last chapters, so they do not get into the way of most financial engineering students. The book consists of twelve chapters and three appendices.