MSc Konstantin Ermakov

A nice collection of quant. finance articles

In my master thesis I described the application of classical Monte Carlo methods for the Heston Model. For the implementation one usually requires a very good Random Numbers Generator. Read the rest of this entry »

Hurgada 2005

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Germany 2001-2005

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Heidelberg 2001

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#include <windows.h>

HANDLE hLogFile;

/**
 * enable memory leaks reporting
 *
 * @param file - file name
 */
void enableMemoryLeaksReporting(std::string file) {
   hLogFile = CreateFile(file.c_str(), GENERIC_WRITE, FILE_SHARE_WRITE,
                NULL, CREATE_ALWAYS, FILE_ATTRIBUTE_NORMAL, NULL);

   _CrtSetDbgFlag(_CRTDBG_ALLOC_MEM_DF | _CRTDBG_CHECK_CRT_DF |

                      _CRTDBG_LEAK_CHECK_DF);

   _CrtSetReportMode(_CRT_WARN, _CRTDBG_MODE_FILE);
   _CrtSetReportFile(_CRT_WARN, hLogFile);
};

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My actual CV is available for download (if somebody interested) in english or german.