The Baruch MFE program in partnership with Daniel Duffy and Quantnet offers online “C++ for Financial Engineering” course for MFE applicants
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Daniel Duffy and Robert Demming discuss how to create C++ code using Boost library that make use of multi-core processors and thread concept
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Overview of the statistical univariate distributions in the C++ Boost Math Toolkit. We discuss the functionality and applications to computational finance.
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A technical series on Boost C++ libraries and its applications to computational finance by Daniel Duffy
Tags: boost libraries, c++, computational finance, daniel duffy, financial applications, Multi-dimensional Data Stuctures in Boost Posted in Article | 32 Comments »
Daniel Duffy is author of several programming books in quant finance. He is also a regular online contributor and owner of Datasim Financial
Tags: daniel duffy, datasim financial, exclusive interview Posted in Article | 1 Comment »