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by qck
July 27th, 2008, 7:39 pm
Forum: Careers Forum
Topic: Opinions on Canary Wharf area ?
Replies: 20
Views: 55431

Opinions on Canary Wharf area ?

Is there any area in (near) CW that you particularly suggest?
by qck
July 27th, 2008, 5:25 pm
Forum: Careers Forum
Topic: Opinions on Canary Wharf area ?
Replies: 20
Views: 55431

Opinions on Canary Wharf area ?

QuoteOriginally posted by: TraderJoeQuoteqck: I strongly prefer places which are not dangerous, and possibily with "nice" people. Any suggestion about places that I should avoid?London, New York and any other major US city. Tokyo's probably OK though.I suppose you have never been to Coventry
by qck
July 26th, 2008, 8:33 am
Forum: Careers Forum
Topic: Opinions on Canary Wharf area ?
Replies: 20
Views: 55431

Opinions on Canary Wharf area ?

<t>Thank you very much for all the suggestions!My idea was to save time during the working days by finding a flat 15 minutes away from work (by walk).Then I would take the tube to spend time in "more fun" areas in central London during the weekend.But if I have to take the tube anyway to go anywhere...
by qck
July 25th, 2008, 10:06 am
Forum: Careers Forum
Topic: Opinions on Canary Wharf area ?
Replies: 20
Views: 55431

Opinions on Canary Wharf area ?

<t>I am probably moving to London in September so I have to find an accomodation there.At the moment I am considering flats near Canary Wharf (near to work).Anyone wants to share his/her experience regarding this location? I am particularly interested in your opinion on this place vs other nice loca...
by qck
March 13th, 2008, 3:46 pm
Forum: Careers Forum
Topic: Female Quants
Replies: 57
Views: 72266

Female Quants

I have attended that IAFE even, but failed to notice you (DCFC).Where were you after the talk?However, I talked to P. Jackel
by qck
January 8th, 2008, 4:30 pm
Forum: Careers Forum
Topic: Quant Job Guide 2.01
Replies: 9
Views: 63216

Quant Job Guide 2.01

I sent two PMs and an e-mail to you.Waiting for your guide.Thank youStephQ
by qck
October 22nd, 2007, 9:12 pm
Forum: Programming and Software Forum
Topic: Virtual function VS function pointer?
Replies: 2
Views: 66021

Virtual function VS function pointer?

<t>I was just considering this code posted by Cuchulainn some time ago...I could use boost function here:template <class V, int N> struct Wrapper{ // Models a scalar-valued function // Call by value first argument V (*f) (V value, const VectorSpace<V,N>& arguments);};And now the main part:templa...
by qck
October 19th, 2007, 12:09 pm
Forum: Programming and Software Forum
Topic: Boost MultiDimensional Array Library : 101 Example
Replies: 69
Views: 78601

Boost MultiDimensional Array Library : 101 Example

<t>QuoteOriginally posted by: CuchulainnQuoteIn a quick test of my own devising with MSVC++2005, all default optimisation settings etc, i find my version of [][][] to be even slightly quicker(?!) than (). the following two tests run in 1484 and 1469 clock ticks respectively. interesting then that bo...
by qck
February 25th, 2007, 11:00 am
Forum: Programming and Software Forum
Topic: Help with code design in C++
Replies: 10
Views: 79449

Help with code design in C++

<t>QuoteI would not worry, yet! get it wirking, then get it right, then get it optimised (in that order)Well, I already have working code for (almost) everything in C. The problem is that it got quite messy. Now the problem is to "get in right" in the sense of C++ "code design".I will post more deta...
by qck
February 23rd, 2007, 10:27 am
Forum: Programming and Software Forum
Topic: Help with code design in C++
Replies: 10
Views: 79449

Help with code design in C++

<t>Quotewhy use the command line? use an excel plug in eg xlw.sourceforge.netWell, I hope to use this library in future as a building block for more interesting things. But at the moment this software will be used to perform benchmarking of schemes for sde. The command line is needed because I will ...
by qck
February 23rd, 2007, 10:21 am
Forum: Programming and Software Forum
Topic: Help with code design in C++
Replies: 10
Views: 79449

Help with code design in C++

<t>QuoteIf C++ is new I would advise to start on a 1-factor, linear SDE and progress from there. It takes time to learn C++ so take it step by step.At the moment I'm just working with 1-dimensional sde, with arbitrary drift and diffusion functions.I will not work with the multidimensional case.Quote...
by qck
February 22nd, 2007, 7:25 pm
Forum: Programming and Software Forum
Topic: Help with code design in C++
Replies: 10
Views: 79449

Help with code design in C++

<t>My main difficulty is that I can't find a good way to "structure" the software.The software consists in a library for the simulation of stochastic differential equations according to some numerical schemes.The implementation has to be efficient (we are going do do benchmark comparisons on them) s...
by qck
February 22nd, 2007, 7:04 pm
Forum: Programming and Software Forum
Topic: Presentation, and help with templates
Replies: 0
Views: 78346

Presentation, and help with templates

<t>(Very) Short presentation:I'm a Phd student in statistics, and I'm writing computer code for the simulation of stochastic differential equations.At the moment I'm stuck with two main problems, and I would be very pleased could you help me with them.I'm sorry to disturb you, but I spent the last 3...