| Description |
1 online resource (1 volume) : illustrations |
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text file |
| Series |
Community experience distilled |
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Community experience distilled.
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| Contents |
Cover; Copyright; Credits; About the Author; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; Chapter 1: Introducing F♯ using Visual Studio; Introduction; Getting started with Visual Studio; Creating a new F♯ project; Creating a new project in Visual Studio; Understanding the program template; Adding an F♯ script file; Understanding F♯ Interactive; Language overview; Explaining mutability and immutability; Primitive types; Explaining type inference; Explaining functions; Learning about anonymous functions; Explaining higher order functions; Currying; Investigating lists. |
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Concatenating listsTuples; The pipe operator; Documenting your code; Your first application; The whole program; Understanding the program; Extending the example program; The entire program; The power of prototyping; Functional languages in quantitative finance; Understanding the imperative code and interoperability; Summary; Chapter 2: Learning More About F♯; Structuring your F♯ program; Looking into modules; Using functions and values in modules; Namespaces; Looking deeper inside data structures; Record types; Discriminated unions; Enumerations; Arrays. |
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Interesting functions in an array moduleLists; Pattern matching and lists; Interesting functions in a list module; Sequences; Interesting functions in the sequence module; Sets; Maps; Interesting functions in the map module; Options; Strings; Interesting functions in the string module; Choosing data structures; Arrays; Lists; Sets; Maps; More on functional programming; Recursive functions; Tail recursion; Pattern matching; Incomplete pattern matching; Using guards; Pattern matching in assignment and input parameters; Active patterns; Introducing generics; Lazy evaluation; Units of measure. |
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Asynchronous and parallel programmingEvents; Background workers; Threads; Thread pools; Asynchronous programming; The F♯ asynchronous workflows; Asynchronous binding; Example of using an async workflow; Parallel programming using TPL; MailboxProcessor; A brief look at imperative programming; Object-oriented programming; Classes; Objects and members; Methods and properties; Overloaded operators; Using XML documentation; Useful XML tags; Typical XML documentation; Summary; Chapter 3: Financial Mathematics and Numerical Analysis; Understanding number representation; Integers; Two's complement. |
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Floating-point numbersThe IEEE 754 floating-point standard; Learning about numerical types in F♯; Arithmetic operators; Learning about arithmetic comparisons; Math operators; Conversion functions; Introducing statistics; Aggregate statistics; Calculating the sum of a sequence; Calculating the average of a sequence; Calculating the minimum of a sequence; Calculating the maximum of a sequence; Calculating the variance and standard deviation of a sequence; Looking at an example application; Using the Math.NET library; Installing the Math.NET library; Introduction to random number generation. |
| Summary |
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. |
| Subject |
Microsoft .NET Framework.
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Microsoft .NET Framework |
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F♯ (Computer program language)
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Finance -- Mathematical models -- Data processing.
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F♯ (Computer program language) |
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Functional programming languages. |
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Programming languages (Electronic computers) |
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Finances -- Modèles mathématiques -- Informatique. |
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F♯ (Computer program language) |
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Finance -- Mathematical models -- Data processing |
| Added Title |
F sharp for quantitative finance |
| Other Form: |
Print version: Astborg, Johan. F♯ for Quantitative Finance. Birmingham : Packt Publishing, ©2013 9781782164623 |
| ISBN |
1782164626 |
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9781782164623 |
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9781782164630 |
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1782164634 |
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