C++ Programing for Financial Engineering Online Certificate. Join hundreds of graduates from over 35 countries on 5 continents.

Advanced C++11/C++14 and Multidisciplinary Applications Online Certificate. Launched in January 2017.

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Daniel Duffy
Last Activity:
4/30/17 at 10:06 AM
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Daniel Duffy

C++ author, trainer, Male, from Amsterdam, The Netherlands

Online 9/27/13

Daniel Duffy was last seen:
Viewing thread Cornell fe vs Columbia mafn, 4/30/17 at 10:06 AM
    1. omrangassan
      hi Daniel

      My passion in Quant Trading / HFT / Algo Trading : I'm already doing that.

      I'm totally lost in choosing the right M.Sc. between MFE/QF and Data Science Analytics DSA.

      1- Do you think that QF was a bubble ?
      2- Do you think that DSA is the new MFE ?
      3- What is your outlook for both QF/MFE and DSA ?
      4- Which is more related to Quant/Algo/HFT Trading ?

      Hello sir, i need help
    3. Daniel Duffy
    4. Daniel Duffy
    5. Daniel Duffy
      Daniel Duffy
      HI utkarsh, do you mean my Intro to C++ for financial engineers? then I would say yes. best regards Daniel
      1. utkarsh dalmia likes this.
      2. utkarsh dalmia
        utkarsh dalmia
        Yes, was talking about that book! Thank you.
    6. utkarsh dalmia
      utkarsh dalmia
      Hi Daniel, I am an undergrad (mechanical) from india. I have completed courses in C and python. However, My only exposure to C++ was during high school and i am well versed with the fundamentals and have the basic knowledge of data structures. With my background would you suggest i buy your book to have the C++ proficiency required for a potential MFE applicant or should i start with an elementary book? Thankyou!
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  • About

    I was born in Drogheda, Ireland in 1952. My degrees are B.A. Mod (1975) in pure mathematics, MSc (1977) in the Finite Element Method and a PhD (1980) that was concerned with the discovery and application of robust Finite Difference schemes for convection-diffusion partial differential equations and problems with boundary layers. Some years later I realized that the same schemes could be used to find accurate approximations to the Black Scholes PDE and thus resolving some of the problems associated with other well-known methods. I lived and studied in Pavia (Italy) and Nijmegen (the Netherlands) for several years.
    In 1980 I entered industry and worked on various projects associated with numerical analysis, software development and engineering: heat transfer and radiation applications, fluid flow, Computer Aided Design, oil and gas. At the time many of the applications were developed in Fortran and C. Most of the systems were enterprise-wide.
    Founded Datasim in 1987. This is a software developer and training company and it organized the first C++ training course in the Netherlands in 1989. In the succeeding years we developed one of the first C++ libraries for CAD. Worked on an early version of a Risk system for a Dutch bank in 1992. The system used C++ and design patterns. Datasim also developed several other technical software systems in this period. Since 1999 I have been concentrating on the application of numerical and computational methods to finance. In particular, finite difference and Monte Carlo methods are important as well as C++ and C#. We work with clients to design and implement their systems. The focus is on producing robust schemes that are subsequently implemented in a programming language.
    Specialties:Numerical Methods (PDE, MC, FDM, FEM) for Computational Finance
    C++, C#, Boost, Multithreading
    Design, Patterns
    Training and teaching for Computational Finance
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