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| Bernard Kuc is a vice-president in the London office of Barclays Capital working in the equity derivatives team of the quantitative analytics group, where he has been for the past four years. His day-to-day responsibilities involve Monte Carlo pricing of exotic equity derivatives, and maintaining and improving the group’s set of risk analytics. The primary attraction of his current job is the ability to work with some of the brightest minds in the world. Prior employers include Application Networks (2004-2005), a provider of financial valuation and risk solutions, and Flextronics (2000-2004), where he worked on numerous telecom projects with a strong focus on fixed-line signalling infrastructure equipment. As part of his job, he was able to work with many partner companies and had the opportunity to take part in the first international interoperability tests of two of the Sigtran protocols. Finally, at Eagle Technology (1998-1999), he was responsible for Windows NT device driver development for data acquisition cards. Bernard graduated with an MSc in Control Engineering (1999) and a BSc in Electrical Engineering (1997), both from the University of Cape Town in South Africa. His academic highlights include coming in at the top of his class in all of his MSc courses and spending two terms of office on both the Students’ Representative Council and the Students’ Engineering Council. Bernard is a CFA charterholder and enjoys working with money. Having always had an interest in finance, keenly following oil prices as a student engineer while risking his bursary money on the markets, Bernard took the first step over to finance by studying for his CFA charter during the turmoil years that ravaged telecom employment prospects following the dot-com meltdown. Being a reviewer for Computing Reviews provides him with the opportunity to read outside his current specializations and keep in touch with progress being made in topics and technologies he has worked with before. --Read our Q&A with Bernard Kuc here. |
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1 - 9 of 9
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Numerical methods and modelling for engineering Khoury R., Harder D., Springer International Publishing, New York, NY, 2016. 332 pp. Type: Book (978-3-319211-75-6)
I always appreciated numerical methods courses, possibly because I found the field a simpler and more versatile alternative to learning the analytic solutions across many application domains. Although this book is intended as a textboo...
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Feb 23 2017 |
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The limited-preemptive feasibility of real-time tasks on uniprocessors Thekkilakattil A., Dobrin R., Punnekkat S. Real-Time Systems 51(3): 247-273, 2015. Type: Article
When it comes to real-time systems, the schedulability of a given task set will always be more likely if preemption of the running task is permitted. Preemption does, however, have some drawbacks, one of which is time spent switching t...
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Oct 27 2015 |
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A framework for testing first-order logic axioms in program verification Ahn K., Denney E. Software Quality Journal 21(1): 159-200, 2013. Type: Article
As model-driven code generators have increased in capability and in performance, so too has their use in mission-critical software development. One benefit of auto-generated code over handcrafted, individually created source code is th...
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Jun 4 2014 |
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Beginning sensor networks with Arduino and Raspberry Pi Bell C., Apress, Berkeley, CA, 2013. 372 pp. Type: Book (978-1-430258-24-7)
Some books teach you how to use a tool and some teach you how to approach a domain or solve a particular problem. It is, however, a smaller subset of books that attempt to do both. This book shows you how to build a sensor network usin...
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Apr 17 2014 |
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Beginning Arduino McRoberts M., Apress, Berkeley, CA, 2013. 424 pp. Type: Book (978-1-430250-16-6)
“The difference between men and boys is the cost of their toys.” I have never liked this saying, always feeling that it belittled my desire for creating and constructing, so it was with glee that I took to the world...
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Feb 6 2014 |
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The art of differentiating computer programs: an introduction to algorithmic differentiation Naumann U., SIAM, Philadelphia, PA, 2012. 358 pp. Type: Book (978-1-611972-06-1)
A large part of my job for the last eight years has been dealing with the first- and second-order derivatives of financial instruments. Hence, I find myself intimately aware of the numerical inaccuracies and computation time complexity...
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Dec 5 2012 |
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Accurate and precise aggregation counting Preparata F. Journal of Computer and System Sciences 78(1): 192-197, 2012. Type: Article
It was a struggle writing this review--not because the paper was difficult to comprehend, but because it was so succinct. In fact, it would be hard to convey the information presented in fewer words. As such, my summary risks ...
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Mar 22 2012 |
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Data analysis and graphics using R: an example-based approach (2nd ed.) (Cambridge Series in Statistical and Probabilistic Mathematics) Maindonald J., Braun J., Cambridge University Press, New York, NY, 2006. 528 pp. Type: Book (9780521861168)
An actuary friend used to repeatedly say, whenever I quoted some data-driven insight, that there are three types of lies: lies, damn lies, and statistics. That statement, popularized by Mark Twain, embodies the passion and strength of ...
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Jun 19 2007 |
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Principles of concurrent and distributed programming (2nd ed.) Ben-Ari M., Addison-Wesley Longman Publishing Co, Inc., Boston, MA, 2006. 384 pp. Type: Book (9780321312839), Reviews: (1 of 2)
There is more to concurrent programming than semaphores and mutual exclusion. Having read a number of books in this area, it was a pleasure to review a book that does not just stop at the dining philosophers, but also covers broader to...
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Feb 13 2007 |
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