Recent content by Daniel Duffy

I am sure Numericals are a core step in the computational finance pipeline. Problem (e.g. Black Scholes, HW, XVA,...} -> {PDE, ODE, SDE} -> Numerics -> Software Design -> {C++, Python, C#}.

I am pretty sure there are overlaps. I reckon my courses are more detailed and industry-focused. I've been around longer. 😁

Maybe Applied Numerics instead of Number Theory, the latter being a bit too far from quant work. my 2 cents.

📢 Fast matrix computation is not rocket science any more. What's the meat?

Hard to say; how much real OOP in the course? It looks very STL focused. But I can only see "bullet" sections.. "the" means QN Adv C++ course?

What's your current C++ level?

One issue worth noting is that there are two main strands associated with matrices 1. Pure maths linear analysis/algebra ... paper models. Kind of academic-only focus. 2. Numerical linear algebra .. algorithms and getting stuff into the computer. And knowing what, why and how. numpy/scipy...

That syllabus could be more ambitious. imho No one really does determinants any more .. the advent of the digital computer put them out of business.

https://www.datasim.nl/application/files/5915/4999/4170/DL_Applied_Numerical_Methods_II.pdf https://www.datasim.nl/onlinecourses/101/distance-learning-applied-numerical-methods

Not sure about VBA, it is easy to learn after C++/Python. Check if it is really used. Some MFEs need ODE/PDE.

This ODE/PDE course is on the UCB recommendation list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

Random thoughts 1. Is prompt engineering clutching at straws? A cop-out for robust requirements analysis? 2. NLP is fraught with pot-holes. It won't work in general. Wittgenstein would have a lot to say. 3.Will ChatGPT ever be a requirements analyst? Probably not, because it is a name dropper...

Crepi il lupo! @cooper

Ideally, do ODE and PDE https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

One of the authors is Igor Halperin, a famous quant.