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

Credits

Author

Johan Astborg

Reviewers

Yan Cui

Arthur Pham

Isaac Abraham

Acquisition Editors

Sam Birch

Aarthi Kumaraswamy

Kunal Parikh

Lead Technical Editor

Athira Laji

Copy Editors

Roshni Banerjee

Janbal Dharmaraj

Mradula Hegde

Gladson Monteiro

Deepa Nambiar

Karuna Narayanan

Shambhavi Pai

Alfida Paiva

Adithi Shetty

Shambhavi Pai

Technical Editors

Gauri Dasgupta

Shiny Poojary

Siddhi Rane

Sonali S. Vernekar

Project Coordinator

Mary Alex

Proofreader

Paul Hindle

Indexers

Hemangini Bari

Mariammal Chettiyar

Tejal Soni

Graphics

Ronak Dhruv

Production Coordinator

Melwyn D'sa

Cover Work

Melwyn D'sa