Have butcher trim filet and tie at 2-inch intervals. Preheat oven to 450 degrees. Rub beef with salt and pepper. Place on rack in low-sided roasting pan. Roast 20 minutes for rare, 30 minutes for medium-rare. Remove from oven, and allow beef to rest for 10 minutes before slicing. Arrange beef with some of sauce (below) on warm platter. Pass remaining sauce separately.Sauce: In a heavy saucepan, melt butter. Add shallots and saute until lightly browned. Remove from heat, pour in preheated brandy, and carefully ignite with long wooden match. Allow flame to burn out. Add mustard and cream. Return pan to heat, and simmer until thickened.