F# for Quantitative Finance

An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform

F# for Quantitative Finance

Johan Astborg

1 customer reviews
An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform
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Book Details

ISBN 139781782164623
Paperback286 pages

Book Description

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

What You Will Learn

  • Use Visual Studio as your main tool for writing F#
  • Utilize F# to aggregate data and calculate statistics
  • Plot and visualize data in F#
  • Learn about volatility, delta hedging, and volatility arbitrage
  • Understand basic numerical analysis and algorithm implementation
  • Model orders and market data together with basic pre-trade risk
  • Structure and write object-oriented code
  • Develop larger programs using F#
  • Explore automated trading systems and quantitative trading models

Authors

Table of Contents

Book Details

ISBN 139781782164623
Paperback286 pages
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