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Your background (Accountancy) is not exactly quantitative. My book and courses are mainly for MFE MSc Stem students. I suggest enrolling at a local university and do an applied maths degree. You are not yet ready for this book. I have hired two Phd Students, one in Mathematics and the other in...

Ok, since I am trying to understand how best to leverage your online course to complete writing my notes on your Numerical methods book, Ca I please know if there is an online repository of all the queries and answers, topic wise, in your online portal. The reason I am asking, I do not want to...

I will be able to use the notes from the online course to complete writing my notes on your book. What does this mean?

EQ. 2.42 is standard finite difference method for ODEs, Take theta = 0,1/2, 1 to see which specific schemes (see page 326). The book by Dahlquist is a good background if you don't know. Or Liniger and Willoughly 1970. 2.43 shows how to use it in a simple linear case. It's fundamental. And it...

My Phd sir told me the online course covers many more topics than covered in your book. True. So? For students, modules A,B,F,G are the topics for finance students. This is what makes it unique.The other modules are there for completeness. There are numerous books on the other topics (e.g. wave...

It is so that readers of the book are comfortable with calculus, real analysis etc. before embarking on the ODE/PDE course.

Yes. The student exercises are all tested and solved. And they were used to help me write the chapters.

Yes, This book is an update of my fdm book 2006 PLUS mathematical foundations of ODE/PDE.

Yeah, but how does one become "conscious about design choices", sounds a bit of a dumbing down, no? You learn by making mistakes. It takes years to be good at software design. For production, I suppose time to market might have a high priority. BTW this discussion from me is not about...

kdmfe, Since you are doing my numerics course you can send me your ODE questions.

Here's a list of books. S. Goldberg Introduction to Difference Equations Dover 1986 Useful for solutions of difference equations, divided differences and applications. Kreider, Kuller, Ostberg and Perkins, An Introduction to Linear Analysis Addison-Wesley Al-round book on linear analysis...

Hi 1. Which aspects? My coached students who do ODE/PDE course send solutions to me etc. 2. Depends on the employer.

Go for Python. Many do Python these days. https://www.datasim.nl/onlinecourses/106/distance-learning-applied-numerical-methods-with-python-and-python-libraries https://www.datasim.nl/onlinecourses/106/distance-learning-applied-numerical-methods-with-python-and-python-libraries...

No problem; my post was not a sales pitch as such. It was meant to give an overview of what you can possibly expect at an interview. C++ tests are like jumping through hoops and not a lasting skill.

No, I don't do interviews. But I do know the possible buzzwords https://quantnet.com/cpp/

How can one have a C++ interview like this? It suggests interviewee does not know C++.

it's called inheritance..

class Programmer : SE { doit() { // program that stuff } }

Merriam-Webster has defined Software Engineering has "a branch of computer science that deals with the design, implementation, and maintenance of complex computer programs." So, a software engineer who cannot program should be the exception, not the norm. Since you say the term "programmer" is...

Doing maths in C++20 // Test001.cpp /* (C) Datasim Education BV 2022 2022-10-20 DJD #8 Super-strippped down sample code to model all kinds of mathematical functions that are neeeded in numerical applications. Here we reduce the scope by introducing scalar-valued functions of a scalar...

Here's an excellent MSc thesis I supervised. Chun got the job done :ninja: https://www.datasim.nl/application/files/3516/0614/0758/Finalthesis.pdf He applied good design and programming skills.

Excellent, Dr.Duffy. However, Black's assumption makes your modification of the heuristic method restrictive or limited. Counterexample: Considering that Black assumes that the option holder cannot exercise the option before the expiration date, which would make the heuristic method fail for an...

Not sufficient and possibly not necessary: "data structures and algorithms" can mean anything. Here is a test: reproduce the results in this article in C++. So, design and implement a solution...

All these IT terms are terribly overloaded I am an architect

Nice thing about definitions is so many to choose from. Just curious, what level of expertise in programming would you consider sufficient for a Quant? Too ambiguous. Can you take a concrete case. e.g, create a C++ class library for interest rates. Write a blockchain.

1. I have resolved the flaws in heuristic methods for Black as discussed in the article and book. 2. Can you be more precise? BTW "software engineer" is a meaningless term. Some don't even (know how to) programmer. Programmer is nicer. A bit dated, but humorous...

A Short History of Computational Finance 1990-2020, a Partial Differential (PDE/FDM) Approach DANIEL J. DUFFY'S HISTORICAL REVIEW FOCUSES ON THE APPLICABILITY OF PARTIAL DIFFERENTIAL EQUATION (PDE) TECHNIQUES AND RELATED NUMERICAL METHODS, PARTICULARLY FINITE DIFFERENCE METHOD (FDM) THAT ARE...

TEST STUFF template <typename T> class PhilipsSensor { private: public: PhilipsSensor() {} void start() { std::cout << " Philips start\n"; } void process() { std::cout << " Philips process\n"...

// An example of a Bridge pattern. // // 2022-10-16 DJD #7 // The Bridge structural pattern models abstractions (defined in class hierarchies, // for example). Each class can have several (volatile) implementations which are also // usually defined in a class hierarchy). The two class...

I am writing a book with co-author HK who took my patterns course in 1992. He is now a 30 year expert, so together 60 years. C++, C# and Python + applications Due Q3 2023.

Hi Devon, Yes, Visitor 21st century and multimethods. And there's more ... I am resuccitating the GOF Pattern intp C++20 style. I'll keep posting here. C++20 Concepts really tax my brain. Why? 7 plus or minus 2. https://en.wikipedia.org/wiki/The_Magical_Number_Seven,_Plus_or_Minus_Two

// DJD 2022-10-9 version 0.9 #6 // (C) Datasim Education BV 2022 /* A really modern implementation of a generic Visitor pattern that is an improvement on other approaches in C++: 1. std::visit() and std::variant() 2. Traditional Acyclic Visitor using subtype...

21st century C++: Design Pattterns, C++20 Concepts and multimethods This code contains: 1. Visitor pattern based on C++20 Concepts (provide-requires contracts). 2. Multimethods (the Holy Grail) .. what C++ tried for 30 years. 3. Multimethods with variadic parameters, a)...

Start with chapter 1, 2 up to 7. Try to program Black Scholes PDE. Other books are referenced as needed. Just start.

https://www.datasim.nl/onlinecourses

21st century C++: Design Pattterns, C++20 Concepts and multimethods This code contains: 1. Visitor pattern based on C++20 Concepts (provide-requires contracts). 2. Multimethods (the Holy Grail) .. what C++ tried for 30 years. 3. Multimethods with variadic parameters, a)...

I am looking for an easy way to import TEX formulae into Powerpoint presentations. At the moment we use Aurora but it does not always work the way we want. Are there other options?

Yeah, stop watching movies and learn a skill, like woodwork or C++.

You don't need 1 terabyte of hd space -> stop downloading movies. 🤣

I just want to say one word to you. Just one word. Yes, sir. Are you listening? Yes, I am. Concepts. Exactly how do you mean? There's a great future in C++ Concepts. Think about it. Will you think about it? Stay tuned for BREAKING NEWS.

Why hasn't the course been updated in several years? C++ 98 is the same as 10 years ago. We have advanced C+11 - C++20 course, Why haven't corrections been made to typos in lecture notes and homework assignments? Good question. I think the answer is from TA and QN admin. I am not involved...

Don't worry, I am not feeling defensive. I do take issue with some of your comments that are not not correct. For example: 1. AFAIR we do C syntax, control in modules 1 and 2. 2. "Computer science course that teaches C++", where. 3. This is a hands-on progamming/engineering course, not CS with...

Thank you for the feedback. Regarding VIsual Studio, do you expect me to create new videos, each time Microsoft comes up with a new version? VS environment and C++ are independent. Some students use gcc. We have been giving C++ courses since 1994 all kinds of industry, finance and of course...

Energy markets might be worth looking into: (spread-style ) options and risk but more complex than in finance. // Python ML not there yet. Statistics always important!

https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations is on the UCB list. We offer a student price.

https://quantnet.com/courses/ My feeling is MECH is out on a limb these days,

LinkedIn is a great medium. I used to to let my work be known to professionals, for example here https://www.linkedin.com/pulse/compendium-my-books-2004-2022-daniel-j-duffy-datasim-/?trackingId=wiMvLZXuezd3xUcf%2BSCWXg%3D%3D...

Update: My C++, C#, PDE/FDM, Boost C++ bookcase https://www.amazon.com/Daniel-J.-Duffy/e/B001IQZ9JC%3Fref=dbs_a_mng_rwt_scns_share

End of September 2022?

He says “an inexpensive Russian-made watch.”

He speaks better Cyrillic than Latin, methinks

I did not enjoy the software engineering aspect. May I ask, what did you not like? content, style, teacher?

My ODE/PDE course is on that list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

https://garymarcus.substack.com/p/did-googleai-just-snooker-one-of?r=8tdk6&utm_medium=ios

Pure or applied maths?(?)

Here is an article that discusses PDE for Black Scholes and its numerical approximation. Hopefully to clear up things a bit. BTW the QN C++ course has modules on Monte Carlo and PDE _and_ how to implement them in C++ :cool:

to solve we can use either a PDE or Monte-Carlo technique (6.1 Introduction). Author NOT exactly saying that.. (2) numerical methods (1) risk-neutral expected payoff

Glad to be of help. :thumbsup:

Well spotted! Many (most?) people in finance do not have hard-core training in the joys of ODE/PDE/FDM. I have also included several chapters on Linear Analysis and Numerical Linear Algebra to make the book more self[-contained. And detailed PDE for interest rate problems.

Chapters 6 and 10 are a bridge too far. I can give a short answer to your woes: See my book above where I do all these in great detail. (esp chapters 13, 25,26) And most PDEs in real life don't have closed solutions (a kind of myth) ... numerical methods are needed. A modest proposal is to...

Also online ODE/PDE course https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

Fundamental data structures, including arrays, lists, stacks, queues, trees, hash tables, and graphs. Algorithms for searching and sorting. Introduction to analysis of algorithms. Applications of these data structures and algorithms. We do these as part of the QN C++ courses, including...

PDE for Stochastic calculus What do you mean by this? SDE ? Have you seen this? https://www.wiley.com/en-gb/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+%28PDE+FDM%29+Approach-p-9781119719670 BTW I am probably the only author in this space with (primary)...

That course sounds very exotic and somewhat diffuse. What are the prerequisites? https://www.datasim.nl/application/files/4715/3069/5621/DL_Advanced_C___course_contents.pdf // I don't have any opinions on Rust vs C++. // Such discussions are not productive.

OS and Computer Networks course in C++ I'm just wondering what one can do in C++ for OS topics. Kind of tenuous? Booast C++ asio?? Just curious.

Principles of Software Design - Brief overview of typical software development lifecycles. Systematic methods for designing large-scale, quality software. Concepts such as abstraction, modularity, and software modelling will be covered. Designing for non-functional properties of software will be...

Excellent command of the English language, right up to the Oxford comma.

Ok. Here's the specification for the binomial method. A nice exercise is to map it to C++ or Python. https://en.wikipedia.org/wiki/Binomial_options_pricing_model

Depends on what you learned in those 3 (!) courses. How do they compare with QN C++? Were they syntaxy stuff w/o real examples? Just asking. https://quantnet.com/cpp/ TBH are you able to design a binomial solver from scratch given your current knowledge? @APalley

Depends; how is your C++ knowledge? none, a little, novice,,,? // my books are on Amazon.

Wiley used to give a CD with the book... Your university needs to contact me. And the 2006 book is a long time ago. Go for my new stuff, e.g. QN C++ course.

Hope you are doing well since the last reply. I'm not dead yet 😱 I need proof of purchase. Thank you. BTW the C++ compiler has changed a bit. My 2018 C++ book does lattices etc.

Sounds like a Dutch name! I live in Koedijk 😀

“As time passes, the system becomes less and less well-ordered. Sooner or later the fixing cease to gain any ground. Each forward step is matched by a backward one. Although in principle usable forever, the system has worn out as a base for progress. ...A brand-new, from-the-ground-up redesign...

yes! Unfortunately, some teachers (w/o programming experience, maybe) don't really know C++ and have even less interest. Now, a really exciting and NOT monotous course is this. I can vouch for it because I originated it https://quantnet.com/cpp/ It is the best investment ever. I'm very...

In general, your attitude to programming means that you are limiting your chances. Everyone codes and programs these days.

In my 45 years in software I have never heard this term before. It is pure fantasy. RSE is someone who writes (readable, reusable and maintainable) They are looking for someone to clean the mess? Yes GIGO "A Big Ball of Mud is a haphazardly structured, sprawling, sloppy...

I give these. e.g, ODE/PDE is on UCB list. The only PDE course dealing with finance. And I am originator of QN C++. https://www.datasim.nl/onlinecourses

C++ 17 Spaceship 3-way operator <==> serves the same purpose as Python's functools.total_ordering.

I used to be OK at 2). Haven't had a watch since 1976. I just ask someone if I want to know how late it is. There are many proxies.

What research have you done into this? Or is it brainstorming at this stage? Your question is kinda general. Why not purchase a commercial package? edit: for swaptions, see "C# in Financial Markets" by Duffy and Germani (Wiley, 2013)

Just out of curiosity, is your question from a personal (student) perspective or for production software?

Well, first there are not many books in C++ for quant finance (most authors of finance books don't know/do C++). Second, PDE methods have traditionally been for equities although they can and have been applied to fixed income (CIR, Hull White), convertible bonds and such-like. Some chapters are...

What aboit GO as the C++ killer? (I apologise for posting this)

That's a great name! MARCO ANTONIO BASULTO VILLEGAS

Flow charts are very generic and have many specialisations. All kinds of enginers and busines analysts use it in one form or another. DFD are cool and useful and Missing In Action as we see a process of widespread deskilling in software expertise during recent years. Software development savvy...

EXCELIMPORTS FAQ https://quantnet.com/threads/resolved-office-2016-numerous-errors-on-excel-tlh.46879/#post-307520 @APalley @WZhang

FLOW CHARTS are useful techniques to sketch the design of a program before coding in C and C++ https://en.wikipedia.org/wiki/Flowchart

welcome!

3 weeks? That's very ambitious. It does not have to a 100 meter sprint.

You're welcome. Good luck!

My 2 cents A school that doesn't do programming (or coding as it is quaintly called) is not exactly future-proof. ML and DS are trendy, but how widespread is it really? I have no idea... I would learn C++ and Python.

New kid on the block. here's Carbon

I agree. But that is not the point. The style of the book is outdated and does not have decent examples/applications.

Fair enough. I'll post soon a nice example of an ordinary differential equation (ODE) from Rudin (1964) himself; page 102, exercis 17 page 156, exercise 22. The exercises are incomplete as he is essentially trying to jam ODE into 2 exercises, something 1st/2nd year undergrad will not grasp...

not to say there aren’t pieces that are constructive that's Double Dutch :whistle: I can't proceed with a reply. the nature of the subject is it?

Most real analysis is non-constructive in contrast to Computable Analysis https://en.wikipedia.org/wiki/Computable_analysis A great example is https://en.wikipedia.org/wiki/Banach_fixed-point_theorem

For the record, I said nothing about Ahlfors, just Rudin.

OK. Not sure if this is what I meant. Never mind.

I'll be 70 in a few weeks and even I knew in 1972 that Rudin was not useful. I wonder how many students get burned on Dedekind cuts (chapter 1)...... If Rudin is all you know then there is little hope to understand more advanced and applied topics.

A good exercise is to compute the Lebesgue integral NUMERICALLY of y = f(x) by hand from 1st principles, i.e. upper and lower sums. By doing this, you also learn what a level set is and how Lebesgue differs from Riemann. e.g. y = x on (0,1), exact = 1/2.

Unfortunately, that is not so. Been there, done that. OK, I had a look again at baby Rudin, in particular chapter 10. Long story short ... it does a great disservice/injustice to the topics of Measure Theory and Lebesgue integration. We used our lecture notes as basis for the real thing...

This book contains the standard 1st year graduate material on Real Analysis.A very solid background in undergraduate analysis is required to get started in reading and working through this book.In the United States one rarely finds a graduate level math textbook with solved problems...

It was a special honours degree in general. Actually, the dept prof gave those courses .. he was a PhD student of William Feller at Princeton so we were set high targets. 3rd and 4th years were even more intensive :) 50 students entered in year 1, 6 finished in year 4.

https://www.amazon.com/Problems-Variables-Lebesgue-Integration-Applications/dp/0070602212/ref=sr_1_19?qid=1659213620&refinements=p_27%3AMurray+R.+Spiegel&s=books&sr=1-19

We can agree to differ. I'm not joking about Schaum. Have you seen that book or is it a knee-jerk reaction? I did Rudin R & C in 2nd year undergrad :) (in Europe)

AFAIR I do Bimap in my Adv C++ course.?? @APalley // TestDNS.cpp // // Simple DNS lookup with IP addressing and domain names. // // (C) Datasim Education BV 2014 // #include <boost/config.hpp> #include <iostream> #include <string> #include <boost/bimap/bimap.hpp> #include...

I don't agree that it is a good book in the sense that you claim. We used Asplund/Bungart and Riesz-Nagy, among others, I never used Rudin after 1st year! (btw I had 4 years of Measure, Lebesgue, Functional Analysis and related Probability, challenging stuff). PhD math >> Rudin. BTW his Real and...

And for SQL-style searching you can use Bimap with Boost Multiindex https://www.boost.org/doc/libs/1_79_0/libs/multi_index/doc/index.html

I'm pretty sure that it is all doable. Also, Boost Serialization might be useful as a simple DATA STORE. https://www.boost.org/doc/libs/1_79_0/libs/serialization/doc/index.html A nice Adv C++ project if you have time to spare. @APalley

Standard C++ not, but it seems you are interested in heterogeneous data types (tuples!), Pandas is jut a whacky name for tuples aka structured or tabular data, yes? If yes, then Boost C++ might come to the rescue https://www.boost.org/doc/libs/1_79_0/libs/fusion/doc/html/ As sidekick Boost...

Rudin dates from 1958. It's stodgy. Been there, done that. Do people really use it? In my day it was for special honours maths degrees for those who do PHD later.

yeah, but it gives a warning!!! warning C4244: 'return': conversion from 'double' to 'int', possible loss of data This is taboo in production software. I suspect truncation/rounding rules...

Worlk work, work. People should relax more, like doing C++.

Did they give reasons or was it just "mentioned"? And now you're asking me?

4. does that include the person who keeps the network and printers working? :giggle:

I have written several books in C++ and C# for this stuff. See also. https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10647 MC is also done in the 2 Quantnet C++ courses. For MC foundations, Glasserman 2004.

UML class diagrams for Gang of Four (GOF) Design patterns. Handy card.

OK, now you want to do this code in C++? What's C++ got to do with it?? Do you have a clue what this UNDOCUMENTED code is doing?

?? what is this?? Matlab?

so. don't use auto.😵‍💫

BRESXIt is the root cause. The Tories want a Singapore in the North Sea and if they have to break International Law, so be it. The Europeans have left, and for a reason. The Blairite version of this was the belief that universities were the key to prosperity; and so they set about converting...

www.nuclearphynance.com www.wilmott.com might be useful. But their halcyon days are no more.

Ugh

Baruch is in NYC, not Euroope, right??

The list is a bit of a disjointed hotch-potch TBH. Some of the books have a cargo cult feel (e.g. Lewis). IMHO is was not quants who caused the crash. It was coming from 2006 (in fact) but no one was interested in knowing. So why have a book reference? S. Patterson:The Quants, the maths...

It's not for me to say which book. For my courses, I use several. https://www.datasim.nl/onlinecourses/103/distance-learning-pure-mathematics-foundations Nothing wrong with ambition, but legwork is needed. 2-3 years of maths. And have you a gift for maths? Imperial is top-notch.

The book by Rudin is severely outdated. I used it at maths undergrad level in 1972. For economics background, it will be a bridge too far. Imperial might be also too ambitious..

This is too soft.

I recomend literature research based on reactions from people here. The rest is up to you. In business, an employer would expect the same. e.g. for starters https://corporatefinanceinstitute.com/resources/knowledge/valuation/option-pricing-models/

C# is a great language. We have used it since 2000 on many projects.

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

two goals 1. learniing maths/algo 2. learning a language what is important for you. With Python a. using numpy, scipy out of the box. b. using a bit of Python (user coding) c. More extended Python. learn a bit C++ perhaps superficially) C++ is everything or nothing. It cannot be half done...

OMG, a you tube video :-)

Are you a reasonably good Python coder?. Can you design/translate algorithms into Python? Black Scholes exact Monte Carlo a bit of Machine Learning etc. numpy, scipy?

anyways, those undefined symbols mean boost lib and ql lib must be linked with your project. I'm sure it's standard. .... cmake maybe?? Maybe this is useful (caveat: I not use linux since a while)...

OK, five Euro, just kidding 🖖 Some top guys are Luigi Ballabio and Peter Caspers. They are on LinkedIn. good luck

One way is to describe a course at two levels. https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations @APalley @Andy Nguyen

Maybe https://sourceforge.net/p/quantlib/mailman/quantlib-users/

For me videos are not an efficient way of studying/learning (there probably a few are exceptions, i.e. How will you learn C++ otherwise? random internet copy and paste? My videos are in 1:1 correspondence with code reality. Study them and then start coding. Be patient. Get it working then Get...

yes pleeze! @APalley @Andy Nguyen

Where I find an outline of the things which are taught in the course? There is a detailed TOC for sure, I can't seem to find it. @APalley

Well no, it is not outdated, We do up to C++20. The two QN C++ courses are state-of-art. They are used by many univesities. There are zillions of C++ books out there, some better than others (most are outdated) . BTW you don't learn C++ by reading, but by doing. There are onlne C++ courses but...

Depends what you want.

Instead (or as well) of looking for famous names, why not draw up a list of the best universities and their PhD programs. I am sure there are many top professors out there at the hieight of their intellectual powers.

The 2006 C++ book is based on C++03/C++98 standard. C++ has been changed; the current version is C++20. For beginners the Quantnet C++ course is optimal. If you are (really) serious about C++ then it the best investment of a lifetime https://quantnet.com/cpp/

Jim Gatheral (Baruch)

For QN C++, having TAs is worth its weight in gold.

You don't need this stuff for PDE in finamce.. Are those notes from the pre -LATEX era?

half?? not quite 895 versus 1450 That's 39% cheaper. BTW QN has embedded C minicourse + TA support. Is there a detailed outline? i.e. the precise contents etc.

Update on ExcelDriver Microsoft can and does chang the API, so be warned. https://social.msdn.microsoft.com/Forums/office/en-US/7f26c4ea-d2db-486d-a1cd-5f3dc1a4ec35/excel-2010-c-integration-changes-in-put-methods?forum=exceldev...

Thank you. This article is part of my 2018 C++ book. A related book is my 2022 Numerical Methods PDE/FDM book.

You might like to have a look at https://www.datasim.nl/

Can you pogram stuff? e.g. C++, Python. Differntial geometry is a bit out on a limb.

# PingPong.py # import asyncio # Ping-pong/chess example, like a state machine async def pong(c): print(c, end = "") await asyncio.sleep(1) async def ping(c): print(c,end="") await asyncio.sleep(2) async def ping2(c): await SubPing(c) async def SubPing(c)...

Coroutines for Design Patterns # PAC.py # # Simple example of Presentation-Abstraction-Control pattern. More generally, coroutines are # a better mechanism for event-driven behaviour than OOP design patterns (State, Observer, Mediator, # Blackboard, Layers, MVC). # EXX. take OOP patterns and...

I am writing a new book on parallel programming/paralllel design patterns + applications in C++23, C# and Python. The software tools and cheap multi-core processors make this endeavour feasible. One new feature in C++20 is coroutines, which have many uses...

Regarding the QN C++ course(s) (I am the originator) the examples and projects are finance-focused, e.g. Monte Carlo, PDE, numerics.

double post ... see https://quantnet.com/threads/questions-for-quants.51631/

6) 2022 style state-of-art PDE/FDM (subumes all pde books in finance). https://www.wiley.com/en-gb/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+%28PDE+FDM%29+Approach-p-9781119719670...

OLS ODR ?

Or limbo :-)

Cute. It depeds on the context. It should be (easy to modify when requirements change) if (c == true) { /// code } else { /// code }

On a possibly analogous historical precedent: in the 80s C++ emerged and it could compile C code. Saved new investments. On migration, C developers created structs + pointers to them. Later they became OO classes etc. The chances of porting C++ libraries to Rust is well nigh impossible for...

C++ == Bjarne Stroustrup Python == Guido van Rossum C# = Anders Hejlsberg Rust == ?

Good couple of posts! Taking a contrarian viewpoint again, what's the point of Rust wrappers for Tensorflow etc. when we alreay have them in Python? On a follow-on, I would hope that function signatures/calls for Rust-TensorFlow are exactly the same as with Python. Otherwise, a new learning...

sparser math libraries (ie I don’t know if there’s a good Eigen substitute, over time this has been improving), and in general the lack of industry experience around it. On a follow on question. does Rust have support for mathsy stuff like Python numpy/scipy or Julia...

The Rust mindset of trying to outdo C++ is stoopid. The Java/C#/C++ languaage wars ended a long time ago. Now it should be Rust's turn to accept the status quo. All I hear at this stage is that Rust is for HFT, a very specific area. It's a low-level language. Rust is not for all things; be...

TIOBE June 2022 C++ to surpass in Java 23 COBOL 26 Fortran 27 Rust Don't shoot me; I'm only the piano player. https://www.tiobe.com/tiobe-index/

It does not have OOP or generics, its just different from C++ I agree. It feels like a step backwards to the 1980s.

I would also say its a gross simplification to say "stone-age applications" are the best you can get out of rust In my experience of 45 years in very many areas (e.g. 1st C++ programmer in NL in 1989, before that Fortran, Cobol, SQL) , it is NOT a gross simplication. It might be good in...

Main downsides of rust are it’s poor OOP support (ie polymorphism and inheritance is doable in rust, but harder), poorer generics/ templating support (this is actively improving), sparser math libraries (ie I don’t know if there’s a good Eigen substitute, over time this has been improving), and...

Can't go wrong wiith KKOP https://www.amazon.co.uk/Introduction-Analysis-Ostberg-Perkins-Kreider/dp/B0062EK4TK

Which country? (not joking)

I know 0.01 Rust but all languges are based on C and it compares itselt to C++ (they all do :-). Someone told me I should move to Rust but did not give any reasons... Thus, until further proof I see it as just another language. It's a cotrarian viewpoint.

e.g. https://www.datasim.nl/onlinecourses

1. What are the compelling reasons for using Rust? 2. Compare and contrast Rust's features with those of C++. 3. Is Rust trying to be a (C++)++, i.e. a better C++? 4. Which applications is Rust good at? 5. When will it take off into the mainstream? 6. Can I port C++ code to Rust?

Sure! DM or dduffy@datasim.nl are both fine.

start at the beginning.

KKOP has the major ODEs/PDEs you need.

And BEST book ever for folk like your good self is KKOP .. get it ASAP https://www.amazon.co.uk/Introduction-Analysis-Ostberg-Perkins-Kreider/dp/B0062EK4TK That's all your need. You gotta know a bit of finance as well. It is for (aspiring) quants. And program up the stuff .. staring at...

This book is too theoretical and long-winded for the current context. In a more math degree it would be OK but it too has prerequisites. No free lunch. My objective was to have my book as self-contained as possible!! Good practical books...

The discussion here might be useful. https://quantnet.com/threads/valid-sudoku-leetcode.51293/

Another focused project is Python<->C++ interop. Not many people know this IMO.

how will this strategy be value -- zero or what value, and why? Can you explain, please https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10647

Another 2 projects https://www.datasim.nl/blogs/26/msc-theses-on-machine-learning-and-computational-finance-2019

3rd choice; get same results as in this excellent thesis

2nd possibility: implement code based on my book https://www.wiley.com/en-gb/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+%28PDE+FDM%29+Approach-p-9781119719670

Here is a possible project "Reproduce and/or improve the results in this thesis by doing it in C++20 (+ Python pybind11)" V1: standard Heston V2: rough Heston https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

Not much has changed in the grey matter of software since the 60s...

Doing/knowing algorithms is important. Why not start with 1) understanding and b) applying industry standard STL algorithms. Use them on a need-be basis. Writing your own b-tree ADT is nice but very 90s. Leave it to C++ and other experts, just like we don't (usually) write our own matrix...

Because Java and Python are much easire than C++. Does Leetcode Inc. have the necessary C++ skills?

In the old days there were no sites, so you had to do it yourself. We are in a new phase of software ... the copy and paste generation. I have heard this criticism from at least 6 experienced project leaders /architects in the last months. It's a big problem. I give my first face-to-face...

That's a nice one; fixed array + embedded set. Even std::set is good I reckon.

Or my book, chapters 11 + 12 https://www.amazon.com/Financial-Instrument-Pricing-Using-Finance/dp/0470971193/ref=cm_cr_arp_d_pl_foot_top?ie=UTF8 Right now it looks like my vectorized python approach is actually faster than my C++ implementation, which surprises me (maybe it shouldn't?). Can...

Even better: buy Luigi Ballabio's book https://www.implementingquantlib.com/2015/03/chapter-7-part-3-of-6-binomial-trees.html and install Quantlib C++ library. Piece of cake.

Don't read London.

Profile your applicaton. Run in Release mode. // Python faster than C++? No way.

Analogy The Ariane 5 reused the code from the inertial reference platform from the Ariane 4, but the early part of the Ariane 5's flight path differed from the Ariane 4 in having higher horizontal velocity values. This caused an internal value BH (Horizontal Bias) calculated in the alignment...