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F# for Quantitative Finance
book

F# for Quantitative Finance

by Johan Astborg
December 2013
Beginner to intermediate
286 pages
5h 46m
English
Packt Publishing
Content preview from F# for Quantitative Finance

Asynchronous and parallel programming

Asynchronous and parallel programming will be introduced in this section, together with events, thread pools, background workers, and the MailboxProcessor (agents). All these constructs exist with one purpose in life: to make life easier for the programmer. Modern computers have CPUs capable of executing several threads in parallel, which opens doors to new possibilities. These possibilities require a good toolkit for concurrent and parallel programming. F# is a very good candidate, and one of its design principles is to be a good fit in these types of situations.

Events

Events are useful when you want a certain function to execute upon a specific event that will occur sometime in the future. This is often applicable ...

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Publisher Resources

ISBN: 9781782164623Other