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Rough Heston model https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

IMO Roelof's thesis was the best.

2 factor PDE

https://onlinelibrary.wiley.com/doi/pdf/10.1002/wilm.10366 https://wiredspace.wits.ac.za/server/api/core/bitstreams/7d764823-bc56-41ef-86b6-bf8b81903159/content

If you are not afraid of (very) hard maths, check this out. https://www.amazon.com/Option-Valuation-under-Stochastic-Volatility/dp/096763721X#customerReviews

you're welcome. I remember 121 analysis course in the Museum Building on Monday mornings 9 am. Hard going :) Good luck!

I'm a bit sceptical about ML ... lots of hype and for me its advantages are not clear. One thing for sure: I am not happy with ML's mathematical foundations. https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

My 2 cents C++ seems to be popular in this area, especially for trading systems. Many Quantnet C++ (caveat: I am the originator) students are traders. Knowing numerical maths is always good. Especially algorithmic mindset. And Python is also great. https://quantnet.com/courses/ In any case...

#9 don't get scalped.

Like a breath of fresh air https://www.microsoft.com/en-us/research/video/the-programming-language-wars/

** The Programming Language Warriors, wise words to .. (Listen and Learn) https://lnkd.in/egrzQ297 Modern society is built on software platforms that encompass a great deal of our lives. While this is well known, software is invented by people and this comes at considerable cost. Notably...

https://www.technologyreview.com/2023/04/25/1072177/a-cambridge-analytica-style-scandal-for-ai-is-coming/ What Americans need to understand about the EU’s data protection philosophy: “The European approach is connected with the purpose for which you use the data. So when you change the purpose...

C# and C++ are similar in many (but also different). C# generics are useful when you get to C++ templates.

Civilisation is doomed.

There are many programming languages that can be used for differential equations in finance, including Julia1, Python, and MATLAB2. There are many types of differential equations used in finance, including ordinary differential equations (ODEs) and partial differential equations (PDEs). ODEs...

How's it going now?

One more thing ... the publisher has stopped with CDs and code on their site (w/o informing me).

I decided not to in that book. (and a common problem is hacking of my work, so no way José), ON THE OTHER hand, purchasers of my books who request code will receive it. Exercises are in my 2018 C++ book and most of the code is there are well. So, with that code and some grafting it is very...

And C++ is the standard in games industry.

This approach is a bit outdated TBH ... the functional language Haskell can do it in its sleep and has been an influence on C++20.

What about writing some ML stuff in C++20. No one writes home-grown matrices any more. get my programming skills to a green-belt/blue-belt level. In judo, you do stuff at that level. No free lunch. 1st, check how sensei does it...

No, I mean 1. My feeling is your C++ depth is not sufficient. 2. All this stuff has already been done. 3. It's reinvention of the wheel.

https://futurism.com/the-byte/chatgpt-ai-water-consumption

Why, oh why?

PDEs are mentioned a few times ... Fourier series and stuff like that are not on the critical path. Edu courses in general are lacking what is needed in industry. Before PDE, learn ODE theory + NUMERICS is a must. I can't emphasise enough...

I wonder if we could trains ChatGPT's LTM to get it to direct all quant queries to QUANTNET.

Random remark.. If ChatGPT is the answer, what is the question?

https://blog.invgate.com/chatgpt-statistics 25. Despite its large size and high accuracy, ChatGPT still makes mistakes and can generate biased or inaccurate responses, particularly when the model has not been fine-tuned on specific domains or tasks. 38. The GPT-3 AI model reportedly cost...

yeah, reliable sources are important Caveat emptor In artificial intelligence (AI), a hallucination or artificial hallucination (also occasionally called delusion[1]) is a confident response by an AI that does not seem to be justified by its training data.[2] For example, a hallucinating chatbot...

It is not always accurate though. For some of the answers that sound suspicious, I always ask follow-up questions to force them to answer. For example, I asked it what is the advantage of union vs. variant, and why we use static_visitor vs. just function overloading. While the answer did turn...

Bjarne Stroustrup on C++ Concepts My (DJD) 2 cents This is a new idea for most C++ developers. It represents a shift in thinking from the traditional OOP subtype polymorphism mindset/way of life. It is essentially functional programming and I have subsumed Concepts into my own applications...

It is good for getting original brainwaves as well as "hey ChatGPT how does garbage collection in Rust work?"?

Junior just arrived back from Napoli today; he saw no pineapple pizza but he did try _deep_fried_pizza_ And pictures of patron saint _everywhere_ Sanctus Diego Maradona.

ChatGPT banned in bell' Italia. https://www.bbc.com/news/technology-65139406

Do Not Fold, Staple, Spindle or Mutilate

Many of the authors in that list have unfortunately passed, retired, playing gauf or spending more time with the grandchildren. My own books -> https://www.amazon.com/Books-Daniel-J-Duffy/s?rh=n%3A283155%2Cp_27%3ADaniel+J.+Duffy

Have you been reading my (@Cuchulainn) posts, Quasar? :) https://forum.wilmott.com/viewtopic.php?f=34&t=102822 This thesis => compute gamma as a PDE https://www.datasim.nl/application/files/5915/7045/5027/Matt_Robinson_Thesis_.pdf

Don't tell me; the punch card fell on the floor?

Once I saw a sealed silver box around 1992 containing COBOL source code for a swap system. It cost 1 million dollars. Very impressive.

In fairness, IBM was quick off the mark with punch cards

Fortran is the best language for numerics. Many Python libraries use it. IBM adapted quite well. But I digress. “When I was a boy of 14, my father was so ignorant I could hardly stand to have the old man around. But when I got to be 21, I was astonished at how much the old man had learned in...

The above analysis is wrong, in essence. Classical maths breaks down because Dirac is a generalised function aka distribution. Read this background first and we can talk further :cool: https://www.cantorsparadise.com/distributions-what-exactly-is-the-dirac-delta-function-e2af19d6e700...

I got a COBOL certificate from Michael Jackson Institute (not the singer) a long way back. Bonds need +, * etc. which COBOL has. I tried BS in COBOL but gave up when reaching N(x).

Arnhem, 1945 .. A Bridge Too Far. Only the British bring umbrellas to war.

COBOL!

Avi will like this (mee too)

In contrast to that t shirt, neithet Avi nor myself would use using namespace std; jikes

Indeed! never leave home without it, what?

I agree 100% @Andy Nguyen @APalley

At some stage someone wil ask abot C++23. That's my prediction. https://en.wikipedia.org/wiki/C%2B%2B23

C++ Concepts for the Impatient // Test101Concepts.cpp // // Simplest example of a system. Context diagram consists only // of Input and Output systems. // // Daniel J. Duffy // // We use C++20 Concepts to replace policy-based design. Concepts are // a game-changer and seem to have been...

I suppose an umbrella swap is useful for those rainy days.

C++20 Concepts? // no lambda :devil:

Of course, this is a terminal value problem! Like discounting metaphor, which is fine. Some work with initial value problem PDE (minus - V_t) Risk of Littl Endian/Big Endian schism :cautious: // TYPO should be S^2

A word from our sponsor QN T SHIRTS?

This Dutch chap repaired my uncle's bagpipes from 1945 a few weeks ago.

All of our family are/were into music, My grandad was a drum major in a pipe band. His son emigrated to NYC and worked in Wall St. A few times played with NYPD pipe band.

I hope they outgrew it! my son started learning Irish fiddle music, then he became a drummer with Dodsrit.

Do they like metal music?

The only swag I can offer is this https://dodsrit.bandcamp.com/album/mortal-coil

"Swag" has multiple connotations and is not a common term. What is a swag, precisely?

https://media.licdn.com/dms/image/D4E22AQEFaVoNzoN7ig/feedshare-shrink_800/0/1679504866944?e=1682553600&v=beta&t=cDEPlYpFcWI3mZV_Bbnj3G3oCgSVaFGlcjmU7u7WgLc

On QN, C++ course is a joy to learn. We have set it up to learn it in easy stages.

bump

Even after the first course you could do a nice compact project.

" I have literally scoured the internet as well as countless continuing education courses at universities and can’t find anything." Most institutions probably don't have the stamina, knowledge or mindset to get it up and running. Based on my experience of such orgs in the last 40 years. And it...

Andy, I like the new structure! @Andy Nguyen

We have kind of resolved most interop use cases -> The Interoperable World of the Big Three C++, Python, C# 2023-2-5 Daniel J. Duffy With my co-author Harold Kasperink we will have chapters on Call C++ from Python and vice versa Call C# from Python and vice versa Call C# from...

Actually, we have been approached about this precise question a few times the last while. And I am coaching a student (who did QN C++ and Adv C++) to set up a prototype. A lot of techniques are needed. And multiple participants. Kdb could be in there somewhere, as well as Python scripting. In...

Just a general remark; have a directory structure. Now we get all posts at top level; not everyone in interested in everthing but we see everything. (for me, GRE stuff is not for me).

Threads on "Life after MFE" and not just network, salary etc. but technical content like www.wilmott.com (for example) in the old days. i.e. more technical {finance, maths, numeric, programming} forums. and a HEAVY METAL thread :devil:

BTW, just out of curiosity, do you have the list of topics in the C++ Coursera course?

Here are some articles on C++ applied to option pricing, Might be useful. https://quantnet.com/threads/blog-articles-on-c-11-and-computational-finance-by-daniel-j-duffy.32237/page-6#post-310389

Here's one readable example of a MSc thesis. It shows student has learned and applied her knowledge.

I have been training and coaching students and industry quants for some time now. I think "bridging the gap" between finance and C++ is a good way to show that you are able and interested. The QN courses includes projects to get you started. My advice: take a well known (not too big) problem...

Actually, Haskell is good for functional programming in C++20. For a moment, I thought you were going to say Java :devil::geek::ROFLMAO:

Which C++ courses have you done? I would start on QN C++

Small benchmark: Rust against the C family. Quote .. believe that, too. Rust currently has the novelty charm. But I do not see Rust as a serious contender against C++: The language just doesn't play in the same league of "power". I see it as a serious contender against C. Carbon might develop...

Some random metaprogramming in C++17 and beyond. void TestTypes() { // Using C++17's `std::is_same_v<T, U>` format // djd // Compare types and sent the results to the console. std::cout << std::boolalpha; std::cout << std::is_same_v<void(int), void(const int)> << ' '; //...

"Borrow short, lend long".

“fell in love” with ChatGPT It's always like that in the beginning. Wait until you have to maintain all this stuff.

Is ChatGPT any good at explaining/annotating this? riverrun, past Eve and Adam’s, from swerve of shore to bend of bay, brings us by a commodius vicus of recirculation back to Howth Castle and Environs. Sir Tristram, violer d’amores, fr’over the short sea, had passencore rearrived from North...

Question: I plan to move from VS 2019 to VS 2022. What's the easiest way?

It feels a bit like preaching, speaking for myself. It might be a cultural/language thing. It's the way I read it.

“There’s three engineers and a computer scientist who are taking a ride down the road in a car and the car breaks down, and the…, uh, the mechanical engineer says, ‘well, you know, it’s, um, probably something in the drivetrain; we’re gonna have to take the…, drop the transmission out and figure...

Just saw a post on LinkedIn My dream as a 30-years old: to work as a trader in a room packed with people, feel the adrenaline of the noise and be in front of 6 mega screens. My dream as a 40-years old: to run my business anywhere in the world, preferably in a quiet place and in front of a small...

On "new tech", most of the cool features in C++20 were developed 30-40 years ago generics ML and Ada futures/promises/tasks parallel/asynch programming coroutines tuples lambda and functional programmig (1930s) etc.

Good sales pitch. Not everyone wants new tech. I'm sure most quants can make up their own minds. Many have skills beyond programming. Many are interested in math and finance as well. Today's newest tech is tomorrow's legacy, unless software systems have a short shelf life. C++11 is 90% of what...

Why is it a red flag? Just curious.

Excel in finance has a long history. Let's put things in perspective. I'm not talking about "programming in Excel" with macros but Excel interop with VBA, C++ (xll etc.), dll have to deal with legacy systems. I am neutral on which to use but AFAIK traders do use it. How would you replace a C++...

3 programmers (C++, Java and Rust) walk into a bar. barman response "is this supposed to be a joke?" Get it?

Speak of the devil! And here is my detailed answer LOL...

Excel is still important and its interfacing with C, C++, C#. Traders use(d) Excel a lot!

In short, I think interviewers are interested in other things.

I know Harmonic Analysis. It is a beautiful mix of Fourier on all kinds of spaces, Banach algebras and so on. I loved Functional Analysis as undergrad. I am not an interviewer, so I am not sure whether an (unrefereed?) article in arxIv is so special. BTW I have never been asked by a quant "What...

Knowing a couple of languages is a good idea. The Interoperable World of the Big Three C++, Python, C# 2023-2-5 Daniel J. Duffy Quick Note, more later. Breaking News, Pure Python Mode etc. etc., a game changer Welcome to Cython’s Documentation — Cython 3.0.0b1 documentation ...

This is a very specialised area. In 99.99% of developers it is not needed. I would focus on C++20 threads, tasks (futures) and see how that goes. Learning principles versus learning products.

I might apply for that job :cool:

Very nice. The Crank Nicolcon Pade(1,1) is 2nd order and is used a _lot_ in finance. Now, we can discretise Black Scholes pde(S,t) in S to get an ODE(t) and use the above ODE solvers and others (Boost C++ odeint, Python odeitnt). aka Method of Lines (MOL).

In fairness, I'd rather have a C++ TA than some of my Latin teachers at school. In my day there was no C++.

Not much plagiarism on QN C++, which sets the standard :cool: An appropriate saying from Julius Caesar is Alea iacta est.

The deeper problems as I see them are 1. Deskilling 2. Lack of discipline 3. Not real products in many cases, more like "cargo cult" programs. 4. Data Science doesn't have enough maths. 5. What happened to the "artisan expert programmer"? I have seen this evolution for some (extended) time...

In response to OpenAI CEO Sam Altman's suggestion that "a new version of Moore’s law that could start soon: the amount of intelligence in the universe doubles every 18 months," NYU professor and AI expert Gary Marcus said, "A new version of Moore’s law that has arguably already started: the...

Updated version

https://www.ma.imperial.ac.uk/~ajacquie/IC_Num_Methods/IC_Num_Methods_Docs/Literature/DuffyCN.pdf Can compute e by FD schemes (20), (21), (22). How does accuracy compare? (it's about 4 lines of code).

That is Pade(q, p), more generally. Very important for PDE and ODE Pade(0,1) implicit Euler Pade(1,0) explicit Euler Pade(1,1) Crank Nicolson Gives a great foothold into FDM. You could run them as well to investigate accuracy O(dt^(p+q+1)) as dt -> 0.

And Clive Moler is Mr. Matlab.

And I have another 20 methods here https://forum.wilmott.com/viewtopic.php?f=26&t=79451 And use compound interest (that's where e came from way back).

V2 u(x) = exp(x) satisfies ODE du/dx = u u(0) = 1 Use FDM and compute up to x = 1. QED (Padé approximant, essentially) https://www.researchgate.net/publication/228590312_Nineteen_Dubious_Ways_to_Compute_the_Exponential_of_a_Matrix_Twenty-Five_Years_Later

some 1 line feedback from the viewpoint of C++20 and the advanced course. 1. Lambdas are cute in the beginning for initialisation of objects and thread start function in main(). For the rest, not so useful. 1. Projects are fun. 2. C++20 has a lot of nice templarte stuff (e.g. Concepts). 3...

My 2 cents. A Java background is kind of useful for C++. But it is built on a completely different design. In a sense, it's like starting all over again. TBH, I did a Java course in 1997 and I concluded (for several reasons) it was not for me. For maths, it is a nightmare. And the design of...

No UK teams participating?

Pavlos, which topics in the course were most/least 1. fun 2. useful 3. difficult

On C#, it is quite popular and high dev productivity levels are possible. It's a bit easier than C++. C++/C# interop using C++/CLI. https://learn.microsoft.com/en-us/cpp/dotnet/dotnet-programming-with-cpp-cli-visual-cpp?view=msvc-170

Do you know C++, Python?

No. It is not very relevant in my opinion. My recent book discuss the all the PDE methods in finance and more. https://www.wiley.com/en-gb/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+%28PDE+FDM%29+Approach-p-9781119719670

https://www.theregister.com/2022/12/10/java_slips_behind_c_in/ The surge in C++, perhaps in part helped by the stable release of C++ 20 in December 2020, is particularly ironic in light of the language's recent dismissal by Microsoft CTO Mark Russinovich, which coincides with industry...

Seems First Derivatives from Newry, County Down, Northern Ireland (just down the road from my little house on the prairie) is active in this area. https://www.irishtimes.com/business/technology/first-derivatives-buys-big-data-firm-quantumkdb-for-2-2m-1.2493722...

https://www.datasim.nl/testimonials A small remark: I was the first C++ / OOP programmer in the Netherlands (1990). So, I didn't come down in the last shower. :ninja:

What about research/IP funding from taxpayer's money. 40 papers is quite a hefty number. How many gems in there? It's about 10 papers/year.

If x is real, then x! is probably wrong. But by trying you get more insights into related stuff. https://en.wikipedia.org/wiki/Gamma_function I think that there is an error in one of your inequalities. what about asymptotic values of x? 0, -\infty, + \infty...

Peer-review of articles is one thing (too late). The root problem is the article itself and the rationale behind it. Many articles in computational finance cannot be "audited" (incomplete context, algorithms, data). Reader requests for feedback on ML articles that claim 10.000 speedup meet...

An interestig follow-on is to prove the individual inequalities in step 1. :cool:

Ideally real analysis <-> numerical analysis <-> numerical methods <-> C++ A 5/10/20 year plan. How do you get to Carnegie Hall? Practice, practice, practice.

This MSc student knows C++ and (C++)++.

Having QN C++ certificate states exactly what you know. It's quantified. https://quantnet.com/courses/

The winds of change? C++ for Machine Learning. A journey of a 1000 miles begins with the first step. DeepPP is a simple library to generate your own deep neural networks. We aim to utilise template metaprogramming to increase performance as compared to standard neural networks implemented...

Nice thing about prison life is time to think about 5-year plans.

Stumbled on TurtleGraphics Serious, just seen that Python supports Turtle Graphics. I used it on an Apple II way back to create business graphics package for project managements. Low level but it could do anything (output to shlow matrix printers). turtle — Turtle graphics. Sample...

Another point is that ChatGPT needs gratis alpha and beta testers for this new product.

All systems WERE always built from scratch, originally. Nothing changes. Amen.

As the relevant technology now stands, Chomsky sees the use of ChatGPT as “basically high-tech plagiarism” and “a way of avoiding learning.” He likens its rise to that of the smartphone: many students “sit there having a chat with somebody on their iPhone. One way to deal with that is to ban...

"actuarial" and "trading" are two words that would not be correlated at first sight. It's pretty clear, TBH. More maths, more programming almost surely.

Another option is my online course in maths. A math degree is good of course. Not sure physics has enough maths in it. https://www.datasim.nl/onlinecourses https://www.datasim.nl/testimonials And C++ and/or Python are essential.

"Fluent" in 4 languages? wow,

Look up Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, etc. — find an empirical paper or two that stand out to you and try to (1) replicate their results assuming you have access to the data (not sure if you have access to WRDS in your program)...

My two cents. do maths (a mix of pure, applied, numerics). CS doesn't have all that much maths. And CS education doesn't teach programming, IN GENERAL. A bit harsh, but reasonably accurate.

What about Master Theodore Hobbs (4 years)...

“Carefully observe oneself and one’s situation, carefully observe others, and carefully observe one’s environment. Consider fully, act decisively.” Seriously, I was the first OOP/C++ programner in NL in 1989 and I built a company around it. So, it's nice to hear from the Dutch company Tiobe...

Thoughts? me? I haven't a single idea in my head :cool:

Tiobe, who shares a passion for high-quality software with Qt, is providing quality assurance services. Tiobe tests 1 billion lines of software code for its customers, such as Phillips, Bosch, ST, Huawei, and ABB, each day. Tiobe has been awarded a Programming Language of the Year title since...

ChatGPT is elitist; it uses the Oxford comma.

Gilbert Strang at MIT has great online courses. My ODE/PDE online courses and my 2022 PDE book for computational finance. see www.datasim.nl for online courses. Maybe. Real analysis is fundamental. And programming.

I asked if it knew any songs of the Stranglers, a late 70s new wave group. "Walking on the beaches lookin' at the peaches" is a nonsensical phrase and does not have a clear meaning." ChapGPT This is the hottest topic right now And possibly the only one TBH, excluding Twitter of course.

Hey Chat, write an article on SOLID with examples in C++, C# and Python!

My co-author who CEO of a software company asked an employ to write a s/w protype. After 4 hours he gave up. Asked ChatGPT , took 2 minutes . add back end DB , no prob . front-end web UI, shure Working code! Copy and paste on steroids! // A wise move by Microsoft!

I meant courses where 1. you learn real professional programming 2, work on real examples, not silly ones 3 exercises and feedback from TA 4. does trainer/originator have industry experience? 5. testimonials and quality of course. 6. Course pruning, updates etc. These are measurable metrics...

Could you tell us more, please? Have a look at how others pose questions.

Everyday maths

C++ 20 meets PDE, I

Just a guess; try ChatGPT for starters.

Despite it being placed third in Tiobe's January 2023 index, the popularity of C++ rose faster than all other languages last year, up by 4.26% compared with January 2022, the company said. https://www.zdnet.com/article/programming-languages-why-this-old-favorite-is-on-the-rise-again/

Forthcoming book Modern Multiparadigm Software Architectures and Design Patterns with Examples and Applications in C++, C# and Python Volume I Daniel J. Duffy, Harold Kasperink Datasim Press Publish Date Q3/Q4 2023

The Observer design pattern C++ 20 Style We did it in Python code and then map it to C++. @Devon Kaberna @APalley

I am the originator of QN C++ and Avi @APalley is TA/coordinator. Please feel free to conact us for any queries.

Dufft?

..

Up to Claim 1 is standard. After that it is worthy of more detail. Gram-Schmidt process is unstable. Use modified Gram-Schmidt process. Numerical instability doesn't happen all on its own; what is the (root) cause in this case? On a follow-on remark, you need to go back to the fundamentals of...

An example of 21st century Design Patterns. // Strategy.cpp // // 21st century design patterns based on C++ Concepts. // // Examppe 1: An example of the well-known Strategy design pattern. It is an algorithm. // // The test cases are: // 1. Defining standardised interfaces/protocols...

Unfortunately, these courses don't grow on trees.

Quantnet has a Python course, originated and delivered by Avi Palley, who is an experienced finance professional. https://quantnet.com/python/

CAREFUL NOW AI-generated answers temporarily banned on coding Q&A site Stack Overflow https://www.theverge.com/2022/12/5/23493932/chatgpt-ai-generated-answers-temporarily-banned-stack-overflow-llms-dangers “The primary problem is that while the answers which ChatGPT produces have a high rate...

It's "Johns Hopkins"

This is not a book on how to learn Python programming (*) It focuses more on how to apply Python libraries to finance, a recipe as it were. It is also not a book on financial math foundations. For real-life Python I recommend the QN Python course. (*) i.e. building stuff.

Ring Theory and Metric Space have a module to themselves?? feels like padding? no computation there. ODE is needed for PDE. Functional Programming in Python is a (very) small part of Python. OOP is more important. How long has this course been in existence? You never get it right first time...

Some Remarks on Solving PIDEs ------------------------------------- The Finite Difference Method (FDM) is a popular numerical method to approximate the solution of PIDEs, for both the differential and integral terms. In principle, this approach leads to some less than desirable consequences: ...

Numerical Solution of Partial Integro Differential Equations (PIDE) PIDE are common in option pricing and hedging problems with jumps, for example in energy markets. Monte Carlo methods can be used to simulate jump diffusion processes but using them for American options and to compute option...

C++ ranks higher than Java in the Tiobe language popularity index for the first time ever, dating back to 2001. Java slipped to a new low in the latest edition of the index. The December 2002 Tiobe Programming Community Index has C++, ranked third, surpassing Java, ranked fourth. It is the...

The holy grail of C++ templates is C++20 Concepts which is a game changer https://en.cppreference.com/w/cpp/language/constraints Not easy, so I don't see much being written about it. Simple, toy examples will not do it justice.

wow, I spent 20 years trying to learn this stuff. I reckon these courses are like intros?

As C++ developer you need to be to communicate with your buddies via UML https://en.wikipedia.org/wiki/Class_diagram

All the patterns and applications are finished in C++, C# and Python (Harold and I have been doing design patterns in industry since 1994). When you start thinking like a designer you are not confined by the language in use.

Learning generic programming, code structure, design, and honing debugging skills are far more important than learning most of the new language features. Most books do not adequately cover any of these topics. It might be interesting to know that I am writing a book with Harold Kasperink (who...

Once you learn C++ then it is time to do real applicatiion programming A-Z on concrete examples, some examples here https://quantnet.com/threads/blog-articles-on-c-11-and-computational-finance-by-daniel-j-duffy.32237/ Stackoverflow is OK I suppose (I never use it myself), preferring...

theses on ML etc. https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020 https://www.datasim.nl/blogs/26/msc-theses-on-machine-learning-and-computational-finance-2019

Life is not simple. There's a number of gotcha catch 22 pitfalls. Feedback welcome. 1. FACT: You need to know some C SYNTAX and savoir-faire before C++. 2. Can learn C++ w/o C but the experience can be painful. 3. C++03 was up until 2000; then came C++11 -> C++17 -> C++20 --> C++23. 4. Can...

My ODE/PDE coursse is on the list of UCB their pre-program courses. https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

AFAIK I thinks they like C++.

How is it possible to work on derivative pricing models without C++ and/or Python know-how?

Programming Language Wars https://cs.wellesley.edu/~cs251/f17/assignments/antics/StefixHanenbergLanguageWars.pdf

https://aibusiness.com/nlp/meta-s-galactica-ai-criticized-as-dangerous-for-science Renowned software engineer Grady Booch, one of the trio that developed the Unified Modeling Language, also had concerns. He described Galactica as “little more than statistical nonsense at scale.” Prof. Emily...

From 2014 to 2021, Kite was a startup using AI to help developers write code. We have stopped working on Kite, and are no longer supporting the Kite software. https://www.kite.com/blog/product/kite-is-saying-farewell/ The future is bright We can’t wait for AI to revolutionize programming...

I don't use XLW myself but maybe Quantlib is a bit more friendly? https://www.quantlib.org/quantlibxl/

Gilbert Strang of MIT - who incidentally is my academic grandfather - has many great lectures. He developed the Strang splitting method that I discuss in my 2022 PDE book.

When solving maths problems, I strongly recommend this approach. Can't go wrong. https://en.wikipedia.org/wiki/How_to_Solve_It

Congratulations. You communicated very well on this forum. I doubt there is any course on the planet where you would get the same level of attention as you got from the TAs here.

Here's a representative set of exercises (1st batch of the course) on ODEs.

You're welcome, all set up to lift-off. Good luck!

and, and this book on gettiing NUMBERS out of ODE/PDE https://www.amazon.com/Schaums-Outline-Numerical-Analysis-Francis/dp/0070551979

yep, get that great book by Bronson. You are ready to go, fasten seat belts and lift off.

This book is probably good enough for self-study, It's green/blue belt level...

Of course, I'm not the only person on the planet who writes books on PDE.

SO, I searched randomly on Amazon for books to learn PDE, I came across this book ‘Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)’ by Daniel J. Duffy. I bought this book now. I understand from the content that this book...

I also remember vaguely VBE http://www.cpearson.com/Excel/VBE.aspx

I once did VBA with Excel but it was a while back ... it's a bit hazy .. At the time the stuff by Axel Vogt was very useful https://newtonexcelbach.com/2010/04/01/some-vba-maths-resources/ There might be something useful in there.

No problem. It's good that the new MFE generation don't think that programming is a dawdle.

But my basic question is or I am still wondering is how will your online course help me understand your book well. I mean will it explain concepts or work problems, provides reference material? In the short term, probably not because the stuff is not useful but more because I feel you need to...