Valentin Samko personal web site Home Curriculum Vitae Publications Conferences, workshops attended Recommended books C++ links C++ lambda functions Leave a message
Valentin Samko 2014-10-24

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C++ links
C++ lambda functions
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Dr Valentin Samko

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
Last updated: 2014-10-22 Valentin Samko, digiways.com
ftp://ftp.digiways.com/