Book description
An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform
 Learn functional programming with an easytofollow combination of theory and tutorials
 Build a complete automated trading system with the help of code snippets
 Use F# Interactive to perform exploratory development
 Leverage the .NET platform and other existing tools from Microsoft using F#
In Detail
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 daytoday work or research in quantitative finance, this book is a musthave.
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

F# for Quantitative Finance
 Table of Contents
 F# for Quantitative Finance
 Credits
 About the Author
 About the Reviewers
 www.PacktPub.com
 Preface

1. Introducing F# Using Visual Studio
 Introduction
 Getting started with Visual Studio
 Understanding F# Interactive
 Language overview
 Explaining mutability and immutability
 Primitive types
 Explaining type inference
 Explaining functions
 Documenting your code
 Your first application
 The whole program
 The power of prototyping
 Functional languages in quantitative finance
 Understanding the imperative code and interoperability
 Summary

2. Learning More About F#
 Structuring your F# program
 Looking deeper inside data structures
 Choosing data structures
 More on functional programming
 Asynchronous and parallel programming
 A brief look at imperative programming
 Using XML documentation
 Summary
 3. Financial Mathematics and Numerical Analysis
 4. Getting Started with Data Visualization
 5. Learning Option Pricing
 6. Exploring Volatility
 7. Getting Started with Order Types and Market Data
 8. Setting Up the Trading System Project
 9. Trading Volatility for Profit

10. Putting the Pieces Together
 Understanding the requirements
 Revisiting the structure of the system
 Understanding the ModelViewController pattern
 Executing the trading strategy using a framework
 Building the GUI
 Presenting information in the GUI
 Adding support for downloading the data
 Looking at possible additions to the system
 Summary
 Index
Product information
 Title: F# for Quantitative Finance
 Author(s):
 Release date: December 2013
 Publisher(s): Packt Publishing
 ISBN: 9781782164623
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