December 2013
Beginner to intermediate
286 pages
5h 46m
English
Overview
"F# for Quantitative Finance" provides an accessible introduction to using the F# programming language for tackling real-world problems in quantitative finance. You will learn how to leverage F# through practical code examples to build systems such as an automated trading system while exploring key financial concepts.
What this Book will help me do
- Develop financial models and applications using the functional features of F#.
- Quickly process and analyze financial data effectively within the .NET platform.
- Design and implement an end-to-end automated trading system with F#.
- Understand key financial concepts like volatility and quantitative hedging strategies.
- Gain proficiency in F# programming and Visual Studio as tools for quantitative computing.
Author(s)
Johan Astborg is a seasoned software developer and quantitative analyst with extensive experience in leveraging modern programming paradigms for financial applications. With a deep passion for functional programming and finance, Johan has written this book to empower analysts and developers to harness F# for sophisticated quantitative tasks. His clear and engaging writing style stems from years of teaching practical programming skills.
Who is it for?
This book is ideal for quantitative analysts, financial engineers, and researchers who wish to develop a strong understanding of functional programming, particularly using F# within financial domain problems. Beginners to F# or functional programming will appreciate the structured introduction. It is also valuable for finance professionals looking for modern computational tools for quantitative problem-solving in their field. A basic comprehension of financial concepts is sufficient to follow along.
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