Book Image

F# for Quantitative Finance

By : Johan Astborg
Book Image

F# for Quantitative Finance

By: Johan Astborg

Overview of this book

F# is a functional programming language that allows you to write simple code for complex problems. Currently, it is most commonly used in the financial sector. Quantitative finance makes heavy use of mathematics to model various parts of finance in the real world. If you are interested in using F# for your day-to-day work or research in quantitative finance, this book is a must-have.This book will cover everything you need to know about using functional programming for quantitative finance. Using a functional programming language will enable you to concentrate more on the problem itself rather than implementation details. Tutorials and snippets are summarized into an automated trading system throughout the book.This book will introduce you to F#, using Visual Studio, and provide examples with functional programming and finance combined. The book also covers topics such as downloading, visualizing and calculating statistics from data. F# is a first class programming language for the financial domain.
Table of Contents (17 chapters)
F# for Quantitative Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Math operators


The following table of mathematical operators covers the most basic mathematical functions that are expected to be found in a programming language or its standard libraries:

Operator

Example

Description

abs

abs x

Overloaded absolute value

acos

acos x

Overloaded inverse cosine

asin

asin x

Overloaded inverse sine

atan

atan x

Overloaded inverse tangent

ceil

ceil x

Overloaded floating-point ceil

cos

cos x

Overloaded cosine

exp

exp x

Overloaded exponent

floor

floor x

Overloaded floating-point floor

log

log x

Overloaded natural logarithm

log10

log10 x

Overloaded base-10 logarithm

(**)

x ** y

Overloaded exponential

pown

pown x y

Overloaded integer exponential

round

round x

Overloaded rounding

sin

sin x

Overloaded sine function

sqrt

sqrt x

Overloaded square root function

tan

tan x

Overloaded tangent function