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F# for Quantitative Finance

F# for Quantitative Finance
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An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform
Johan Astborg
Packt Publishing
Sofort lieferbar | Lieferzeit: Sofort lieferbar

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Artikel-Nr:
9781782164630
Veröffentl:
2013
Seiten:
286
Autor:
Johan Astborg
eBook Typ:
EPUB
eBook Format:
Reflowable
Kopierschutz:
NO DRM
Sprache:
Englisch
Systemvoraussetzungen
Beschreibung:

To develop your confidence in F#, this tutorial will first introduce you to simpler tasks such as curve fitting. You will then advance to more complex tasks such as implementing algorithms for trading semi-automation in a practical scenario-based format.If you are a data analyst or a practitioner in quantitative finance, economics, or mathematics and wish to learn how to use F# as a functional programming language, this book is for you. You should have a basic conceptual understanding of financial concepts and models. Elementary knowledge of the .NET framework would also be helpful.

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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