Recent content by Daniel Duffy

  1. Daniel Duffy

    Learning to Code

    Python and SQL are extremely useful. To learn programming, another language is needed, e,g, C/C++, C#. Depending on LLM is not healthy.
  2. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    CMake for C++
  3. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    CMake
  4. Daniel Duffy

    DatasimDateTime assignment operator (Chapter 7 - Introduction to C++ for Financial Engineers)

    These days C++ has support for dates and time, https://en.cppreference.com/w/cpp/chrono
  5. Daniel Duffy

    DatasimDateTime assignment operator (Chapter 7 - Introduction to C++ for Financial Engineers)

    If you send me an email dduffy@datasim.nl btw I wrote that book ;) please send the code + tests!
  6. Daniel Duffy

    ODE/PDE/SDE online courses for computational finance

    bump
  7. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    good stuff. Uchi mata is a big one. I used to do a lot of sutemi but lately sasae tsurikomi ashi is easier :-) Now doing kime no kata to keep fit.
  8. Daniel Duffy

    Pure Math undergrad? Or Applied Math?

    Measure Theory with a focus on probability. This is a real heavy course .. deep knowlegde of Real Analysis needed. MT is not as useful as it is made out to be (moi, 3 years of it at undergrad level). https://www.datasim.nl/application/files/1315/5947/7165/DL_Pure_Mathematics_Foundations.pdf
  9. Daniel Duffy

    Pure Math undergrad? Or Applied Math?

    These courses seem to missing crucial components that are essential going forward, e.g. https://www.datasim.nl/onlinecourses pure versus applied? it's an artificial separation. . ode/pde/fdm . deeper numerics (beyond linear algebra) . C++ . Statistics? can be learned 'on the job'.
  10. Daniel Duffy

    C++ Online Certificate Students' intro thread

    Cool. The course has two modules on Monte Carlo and PDE/FDM option pricing numerics/code which might be useful.
  11. Daniel Duffy

    C++ vs Rust

    Random quote This is a textbook example of "rewrite-itis" disease. Ubuntu folks decided to rewrite the core Linux tools that have been working great for decades, in Rust. Just because they like their shiny (or, more like rusty) new programming language. Rust also started infecting the Linux...
  12. Daniel Duffy

    A Practical Makefile Setup that helps you be more productive

    wow! Super 📢
  13. Daniel Duffy

    Impressive but realistic Project ideas (15 weeks)

    Sounds like a good idea, TBH I haven't studied MCMC. What about MLMC? Maybe MCMC is similar. https://en.wikipedia.org/wiki/Multilevel_Monte_Carlo_method I would say that doing a modular approach in Python pays dividends going forward in your career. A remark: the MC architecture is the test...
  14. Daniel Duffy

    Impressive but realistic Project ideas (15 weeks)

    One idea: Monte Carlo option pricing in Python based on solutions in C++, C#. https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10647
  15. Daniel Duffy

    ChatGPT

    AI Agents!! @Paul Lopez // we did some basic stuff on agents 20 year ago ... not easy.
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