Virtual Information Session - C++/Advanced C++ Quantnet/Baruch MFE/Daniel Duffy certificates

The C++ certificates have helped thousands of students learn in a practical way advanced C++ skills they used at work and in their future education.

Dr. Daniel Duffy, the creator of the two certificates, will be on the virtual call, along with Mr. Avi Palley, the teaching assistant coordinator for the seminars. Also on the call will be Dr. Dan Stefanica on behalf of the Baruch MFE Program and Andy Nguyen on behalf of Quantnet.

Please join us to learn more about how the course content is tailored to practical needs, how personal teaching assistants support the learning process, the importance of C++ in finance and financial engineering education. This is the first time such an information session is offered and you will have the opportunity to interact with everyone who made the C++ certificates such a useful tool for learning C++.

C++/Advanced C++ Quantnet/Baruch MFE/Daniel Duffy certificates

April 4th, 2022 - Zoom Information Session
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Looking forward to it. For my part, if you have queries for us (even difficult ones on C++20 Concepts 😍 or anything really ) please don't hesitate to post.

thalesians.com

Daniel J. Duffy: PDEs and FDM for Computational Finance - Thalesians

In this talk we give an overview of the numerical solution of PDEs using finite difference methods. We focus on one-factor and two-factor PDEs and their applications to computational finance. In particular, we discuss the Black-Scholes equation and its applications to equity, fixed income and...
thalesians.com thalesians.com
 
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C++ 20 Concepts are

1. Game changer
2. Polymorphim on steroids
3. Allows us to use C++ as an Architectural Definition Language (ADL)
4. Seamless integration wiith my Domain Architectures
5. Standardised interfaces (contracts), just like hardware interfaces.
6. 42
7. Can be used with

We use the following related C++ features
//
// 1. Template classes (supports double, complex,pixel, probability distributions).
// 2. Template template parameters TTP (less copy-and-paste of classes).
// 3. CRTP and static polymorphism; code reuse.
// 4. Template method pattern, and more generally, design patterns
// 5. C++ Concepts and protocols
// 6. C++ modules (separation of concerns)


A prototype project I am working on is C++20 for RKHS and SVM problems in Machine Learning (ML). I use all the above features. No other language is up to this job (for me). Of course, I am talking about building stuff yourself, for whatever reason(s).

en.wikipedia.org

Reproducing kernel Hilbert space - Wikipedia

en.wikipedia.org en.wikipedia.org
 
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The recording of the Zoom information session was added in the first post.
We had a very well attended event given the early hour. Lot of questions in the chat as well as follow up emails.
Thank you for your interest and please reach out to me for any question.

You can also ask here and we will answer them all.
 
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