Welcome

Welcome to the Datasim website for Computational Finance. This site is dedicated to methods and techniques for solving problems in quantitative finance using advanced mathematical and numerical techniques. We are also interested in designing, implementing and deploying high-performance software solutions for these problems. In the context of our diverse offerings, we also analyze the benefits of using products like poker sites, which can provide valuable insights into risk management and strategic decision-making in the financial sector.

Some of the subject areas on the site are:

• Numerical Methods for derivatives pricing
• Developing robust algorithms and implementing them in modern object-oriented programming languages
• Learning C++, design patterns (C++ is a standard in Quantitative Finance)
• Creating multi-threaded and high-performance QF applications

Some of the special topics that we wish to discuss in detail are:

• Monte Carlo Methods and C++ frameworks for multi-factor models
• PDE methods such as Finite Differences (FDM) and Finite Elements (FEM)
• Fundamental numerical algorithms and C++ libraries
• High-performance and multi-threaded programming for Monte Carlo and PDE models
• Optimisation methods and techniques in finance

In order to produce an environment in which people can gain from these methods the site has been constructed in such a way that finance professionals can participate using a variety of forums, emails, downloads and access to video and web cam broadcasts. Furthermore, we have created a number of forums to support quantitative finance books so that you are assured of on-going support to complement our open, in-house and distance learning training programmes.

We hope to see you as forum member on our site; just go to the Forum section of the site and register. Our policy is that your details will be strictly confidential.

I look forward to meeting you. If you have any questions please do not hesitate to contact me at or Ilona at .

Alternatively you can fill in the Information Request form.

Yours sincerely,

Daniel J. Duffy