daniel duffy

  1. Bingcheng Wang

    GENERAL Necessity in Installing VS2015

    Hi Mr Duffy and Avi, I uninstalled VS2012 (which was used in C++ Online Certificate Course) and now I'm installing VS2015. But I'm still not sure if it's necessary to use 2015 version instead of 2012 in this advanced course? Because the new version takes far more room. I'm using Mac and there's...
  2. S

    MS in Mathematics and in Computing Science vs. MFE

    Hi All, I would just like to receive some advise on the following: I am currently working as an assistant actuary and I would like to transition into quantitative finance. However, even though I satisfy most of the requirements of a junior/entry-level quant, I only have a very basic...
  3. S

    Global MFE Rankings

    Hi All, I just would like to know what are your personal top 10 MFE programs in the world (US, Canada, UK, Europe, Asia, etc.)? Also, if you can, please provide your top 10 MFE programs for each of the following regions: UK, Europe, Asia? Thanks.
  4. Daniel Duffy

    C++ Multithreading in Boost

    This is a preview of Chapter 18 An Introduction to Thread in the upcoming book From: Introduction to the C++ Boost Libraries – Volume I – Foundations. 18.1. Introduction and Objectives In this chapter we discuss how to create C++ code that make use of multi-core processors. In particular, we...
  5. Daniel Duffy

    C++ Statistical Distributions in Boost

    In this blog we give an overview of the statistical univariate distributions in the Boost Math Toolkit. We discuss the functionality in the Toolkit, some examples of use and applications to computational finance. The Math Toolkit has many applications and is easy to understand and to apply in...
  6. Daniel Duffy

    Boost C++ Libraries and Applications to Computational Finance

    Part I - Introduction and Initial Examples In this article we give an overview of the Boost C++ libraries (www.boost.org) and we discuss their applicability to certain problems in computational finance. There are approximately 90 libraries in Boost at the moment of writing and each one is...
  7. Andy Nguyen

    Interview with Daniel Duffy

    You've read his books. You’ve seen his posts on the popular quant finance forums. You may have heard of Datasim Financial. Let's find out more about it from the founder, Daniel J. Duffy. Hey Daniel - Thanks for taking the time to participate in a QuantNetwork interview. Hello Andy, well thank...