Recent content by Daniel Duffy

  1. Daniel Duffy

    Double integral

    Do you have an example of what you mean?
  2. Daniel Duffy

    C++ Online Programming Course Testimonials

    The seeds of this course were sown in 1990 and evolved over many years in real life. To date, I have written several books. And this course is focused on finance. https://www.datasim.nl/books A short history is here...
  3. Daniel Duffy

    Stats vs Applied Math Undergrad

    Statistics is an _application_ of mathematics to a certain domain.
  4. Daniel Duffy

    Stats vs Applied Math Undergrad

    Learning statistics after applied maths >> than the other way around.
  5. Daniel Duffy

    which is more useful in the real world? Python or C++...

    Cython == Bridging Python and C/C++. Best of both worlds.
  6. Daniel Duffy

    Rough volatility

    https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020 See the work of Dr. Jim Gatheral as well.
  7. 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.
  8. 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
  9. 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!
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