Courses and Events

The Datasim range of courses in Quantitative Finance have been designed for those professionals who model and develop derivatives products using robust and accurate numerical methods and who deploy the resulting algorithms in powerful object-oriented languages such as C++ and C#. Datasim is one of the few training institutions that can offer a number of courses on topics that are of vital importance in quantitative finance:
•    The Finite Difference Method (FDM) for one, two and three factor derivative modeling
•    The Monte Carlo method and simulation techniques for multi-factor problems
•    Numerical Methods for Quantitative Analysts
•    Introductory and Advanced C++ courses for finance
•    Multi-threaded and parallel processing in C++

We give these courses in various venues throughout the world, for example, London, New York City and Frankfurt. Another popular option is in-company courses where the same courses as above can be given or alternatively a customized course based on your specifications.  Once you have finished our course you can avail of the free forums at the Datasim web site to ask questions on the course, download relevant code and communicate with other course attendees.

These courses were developed by Dr. Daniel J. Duffy, an internationally known trainer, Wiley author and practitioner of numerical methods in C++ for derivatives pricing. He is the author of three popular books on finance. At the moment he is developing a customisable C++ Monte Carlo framework which will be published as a Wiley book in 2007 (co-author is Dr. Jörg Kienitz).

Note: The distance learning courses can start at any time.

Course Dates