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DR. DANIEL J. DUFFY |
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| Short CV of Dr. Daniel J. Duffy | ||||||
Daniel J. Duffy is founder of Datasim Education and
Datasim Component
Technology. These companies are involved in training in
object-oriented and component software and software development for
financial engineering, logistics and computer graphics applications
(visualisation, holography). He has been working in IT since 1979
and with object-oriented technology since 1987 where he has worked
as designer/developer and trainer. He has written three books on
object technology and C++ (publishers McGraw Hill and Academic
Service).
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Academic Career |
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The results in my Ph.D. thesis are new used in options works. We get very good approximations to the option price and the delta and it beats the current Crank-Nicolson because there are no oscillations in the solution. All degrees were taken in Trinity College, Dublin. Between 1976 and 1979 I carried out research at Pavia (Italy), Paris VI and Nijmegen (The Netherlands), including free boundary value problems and variational inequalities. From 1980 to 1987 I worked on industrial problems using FEM and other numerical techniques for problems such as TV tube simulation, acoustics and fluid flow in pipelines, oil and gas. In 1993 I worked on an early version of the Algorithmics software for a large Dutch bank. Further I'm author of several book related to software and financial engineering (Published by Wiley):
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