Daniel Duffy
C++ author, trainer
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Online ODE PDE Course
Ordinary and Partial Differential Equations with Applications to Computational Finance
Dr. Daniel J. Duffy (Datasim Education BV) dduffy@datasim.nl
May 2023
Ordinary and partial differential equations (ODE/PDE) have major applications in many areas of science, engineering and computational finance and other important application areas. It is a huge area and it is difficult to know where to start if you wish to learn this subject matter. To this end, this focused, hands-on online course introduces the most important concepts, models and methods to get you up to speed as soon as possible.
Our (unique) approach is to examine differential equations (DEs) from several perspectives, including:
. Unambiguous formulation of a DE.
. Qualitative and quantitative properties of solution of a DE.
. Analytic and numerical techniques.
. Application areas.
. Examples, some sample code and pointers to relevant applications.
In short, this is a rigorous, and at the same time practical introduction to an important branch of mathematics. We now describe these topics in more detail.
An optional “end-of-term” student mini-project is supported. It is up to the student to decide on this.
Daniel Duffy has been external supervisor for MSc/MFE computational finance theses in the last ten years (for example University of Birmingham, UCB, Baruch NYC etc.)
Global overview of ODE/PDE course
Online Courses :: Datasim
History of PDE in Finance 2000-2020
Login
Modules of ODE/PDE course in detail
https://www.datasim.nl/application/...dinary_and_Partial_Differential_Equations.pdf
Originator and personal Student Coach for this Course
Dr. Daniel J. Duffy is founder and owner of Datasim Education BV (founded 1989), which was one of the first pioneering companies to promote C++, object-oriented programming, system design and training in a range of industries such as telecommunications, Computer-Aided Design (CAD), holography (optical technology), process control, manufacturing systems and computational finance. In particular, these applications were designed using a combination of domain architectures (Duffy (2004)) and the famous design patterns that became popular in the early 1990s.
He is also the originator of two major and market leader C++ courses in cooperation with Baruch College, NYC (ranked #1 MFE school in 2023) and Quantnet Inc. (www.quantnet.com):
C++ Programming for Financial Engineering
Advanced C++ and Modern Design
These courses are taken by many professionals and MSc/MEF students in forty countries and on five continents. Student testimonials:
C++ Online Programming Cert Testimonials
Daniel Duffy is an internationally known author, trainer and numerical analyst. He has written more than ten books on programming, mathematics and computational finance. He has a PhD in mathematics (PDE/FDM) from the University of Dublin (Trinity College), much of which he uses in daily work and algorithms.
Testimonials
Testimonials :: Datasim
For (prospective) MFE students it is sufficient to do parts A,B,F and G (including exercises) are sufficient for your certificate because the topics are the foundations for ODE/PDE in finance. Of course, we also support the other modules if you have time to take them. In general, it normally takes between two and three months to complete parts A,B,F and G.
The standard company price per course is Euro 2395 per attendee. The discount price is Euro 1500 if you are a student or paying for yourself. All prices are exclusive of VAT (no VAT outside EU). If you have any other queries, for example on-site courses and group schemes, please contact me Daniel Duffy dduffy@datasim.nl
Follow-on courses
Applied Numerical Methods
https://www.datasim.nl/onlinecourses/101/distance-learning-applied-numerical-methods
Finite Difference Method
https://www.datasim.nl/onlinecourse...-difference-method-fdm-for-odes-pdes-and-sdes
The book Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach, March 2022.
https://www.wiley.com/en-gb/Numeric...l+Equation+(PDE+FDM)+Approach-p-9781119719670
Testimonials
Testimonials :: Datasim
Ordinary and Partial Differential Equations with Applications to Computational Finance
Dr. Daniel J. Duffy (Datasim Education BV) dduffy@datasim.nl
May 2023
Ordinary and partial differential equations (ODE/PDE) have major applications in many areas of science, engineering and computational finance and other important application areas. It is a huge area and it is difficult to know where to start if you wish to learn this subject matter. To this end, this focused, hands-on online course introduces the most important concepts, models and methods to get you up to speed as soon as possible.
Our (unique) approach is to examine differential equations (DEs) from several perspectives, including:
. Unambiguous formulation of a DE.
. Qualitative and quantitative properties of solution of a DE.
. Analytic and numerical techniques.
. Application areas.
. Examples, some sample code and pointers to relevant applications.
In short, this is a rigorous, and at the same time practical introduction to an important branch of mathematics. We now describe these topics in more detail.
An optional “end-of-term” student mini-project is supported. It is up to the student to decide on this.
Daniel Duffy has been external supervisor for MSc/MFE computational finance theses in the last ten years (for example University of Birmingham, UCB, Baruch NYC etc.)
Global overview of ODE/PDE course
Online Courses :: Datasim
History of PDE in Finance 2000-2020
Login
Modules of ODE/PDE course in detail
https://www.datasim.nl/application/...dinary_and_Partial_Differential_Equations.pdf
Originator and personal Student Coach for this Course
Dr. Daniel J. Duffy is founder and owner of Datasim Education BV (founded 1989), which was one of the first pioneering companies to promote C++, object-oriented programming, system design and training in a range of industries such as telecommunications, Computer-Aided Design (CAD), holography (optical technology), process control, manufacturing systems and computational finance. In particular, these applications were designed using a combination of domain architectures (Duffy (2004)) and the famous design patterns that became popular in the early 1990s.
He is also the originator of two major and market leader C++ courses in cooperation with Baruch College, NYC (ranked #1 MFE school in 2023) and Quantnet Inc. (www.quantnet.com):
C++ Programming for Financial Engineering
Advanced C++ and Modern Design
These courses are taken by many professionals and MSc/MEF students in forty countries and on five continents. Student testimonials:
C++ Online Programming Cert Testimonials
Daniel Duffy is an internationally known author, trainer and numerical analyst. He has written more than ten books on programming, mathematics and computational finance. He has a PhD in mathematics (PDE/FDM) from the University of Dublin (Trinity College), much of which he uses in daily work and algorithms.
Testimonials
Testimonials :: Datasim
For (prospective) MFE students it is sufficient to do parts A,B,F and G (including exercises) are sufficient for your certificate because the topics are the foundations for ODE/PDE in finance. Of course, we also support the other modules if you have time to take them. In general, it normally takes between two and three months to complete parts A,B,F and G.
The standard company price per course is Euro 2395 per attendee. The discount price is Euro 1500 if you are a student or paying for yourself. All prices are exclusive of VAT (no VAT outside EU). If you have any other queries, for example on-site courses and group schemes, please contact me Daniel Duffy dduffy@datasim.nl
Follow-on courses
Applied Numerical Methods
https://www.datasim.nl/onlinecourses/101/distance-learning-applied-numerical-methods
Finite Difference Method
https://www.datasim.nl/onlinecourse...-difference-method-fdm-for-odes-pdes-and-sdes
The book Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach, March 2022.
https://www.wiley.com/en-gb/Numeric...l+Equation+(PDE+FDM)+Approach-p-9781119719670
Testimonials
Testimonials :: Datasim
