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

Arithmetic operators


Arithmetic operators should be familiar to you; however, we'll cover them in this section for consistency. The operators work as expected, and the succeeding table illustrates this using an example for each one. The remainder operator that returns the remainder from an integer division is worth noticing.

Let's look at an example to see this in more detail. First, we try to divide 10 by 2, and the remainder is 0 as expected:

> 10 % 2;;
val it : int = 0

If we try to divide 10 by 3, we get 1 as the remainder, because 3 x 3 = 9, and 10 – 9 = 1:

> 10 % 3;;
val it : int = 1

The following table shows arithmetic operators with examples and a description:

Operator

Example

Description

+

x + y

Addition

-

x - y

Subtraction

*

x * y

Multiplication

/

x / y

Division

%

x % y

Remainder

-

-x

Unary minus

Note

Arithmetic operators do not check for overflow. If you want to check for overflow, you can use the Checked module. You can find more about the Checked module at...