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DR. DANIEL J. DUFFY




Short CV of Dr. Daniel J. Duffy

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).

Academic Career
1971-1975: BA (Mod) Mathematics (and theoretical Physics)
1975-1977: M.Sc. research degree on the finite element method for first-order hyperbolic systems (Wave equation)
1977-1980: Ph.D. in finite differences for convection-diffusion equations (similar to Black-Scholes equation)

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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