I'm currently working as a Software Engineer in the financial services sector where I design high performance applications in C++. My interests include:
- BlackBerry 10 native programming (Yes! it really really rocks!)
- Extending and Embedding Google v8.
- Software engineering principles for building robust and reliable software.
- Domain specific languages for derivatives pricing.
- Parallel programming using TBB, Cuda, and Microsoft AMP.
5 Is there a step-by-step guide for calculating portfolio VaR using monte carlo simulations jun 8 '14