Type inference means that the compiler will automatically deduce the type of an expression used in the code, based on the information provided from the programmer about the context of the expression. Type inference analyses the code, as you have seen in the preceding section, to determine types that are often obvious to the programmer. This spares the programmer from having to explicitly define the types of every single variable. It's not always needed to have the types defined to be able to understand the code, as seen in the preceding section for simple assignments of integers and floats. Type inference will make the code easier to write, and as a consequence, easier to read, leaving a lot of ceremony where it belongs.
F# for Quantitative Finance
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F# for Quantitative Finance
By:
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.
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Table of Contents (17 chapters)
F# for Quantitative Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Free Chapter
Introducing F# Using Visual Studio
Learning More About F#
Financial Mathematics and Numerical Analysis
Getting Started with Data Visualization
Learning Option Pricing
Exploring Volatility
Getting Started with Order Types and Market Data
Setting Up the Trading System Project
Trading Volatility for Profit
Putting the Pieces Together
Index
Customer Reviews