In this chapter, we looked deeper into F# and numerical analysis and how well the two fit together because of the functional syntax of the language. We covered algorithm implementation, basic numerical concerns, and the Math.NET library. After reading this chapter, you will be more familiar with both F# and numerical analysis and be able to implement algorithms yourself. At the end of the chapter, an example using the bisection method was covered. This method will prove to be very useful later on when we talk about Black-Scholes and implied volatility.
In the next chapter, we will build on what we learned so far and extend our current knowledge with data visualization, basic GUI programming, and plotting financial data.