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C++ lambda functions
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Credit desk strategist,
Vice President,
Morgan Stanley,
London
Main areas of interest:
- Pricing and risk of structured corporate credit derivatives.
- Analysis of risk metrics and market data for better risk prediction and explanation.
- Development of multithreaded and networked applications in C++ and Java.
- Research and implementation of numerical methods.
Often I am asked to recommend books about C++, and software development in general, so
I added a page with the list of books which I have in my home library, and which I recommend.
It can be found at http://val.samko.info/cpp/books/
My PhD was devoted to the research and development of numerical methods for solving inverse spectral problems common in engineering. I studied and developed numerical methods for solving inverse differential equations, testing my implementations in C++, Java, Matlab, both, for Unix and for Windows.
If you are interested in a language support for anonymous lambda functions in C++, please take a look at my proposal to add lambda functions to the C++ standard.
My Curriculum Vitae is available at http://val.samko.info/cv/.
email: val@digiways.com