05415nam 22006731 450 991079072200332120200520144314.01-78216-463-4(CKB)2550000001179125(EBL)1561456(SSID)ssj0001158067(PQKBManifestationID)11632425(PQKBTitleCode)TC0001158067(PQKBWorkID)11211857(PQKB)10665646(Au-PeEL)EBL1561456(CaPaEBR)ebr10825538(CaONFJC)MIL559264(OCoLC)867317125(CaSebORM)9781782164623(MiAaPQ)EBC1561456(PPN)228017432(EXLCZ)99255000000117912520140104d2013 uy 0engur|n|---|||||txtccrF# for quantitative finance /Johan Astborg1st editionBirmingham :Packt Publishing,2013.1 online resource (287 p.)Community experience distilledIncludes index.1-78216-462-6 1-306-28013-3 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 listsConcatenating 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; ArraysInteresting 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 measureAsynchronous 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 complementFloating-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 generationPseudo-random numbersTo 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.FA<U+00cc>˜ (Computer program language)Functional programming languagesProgramming languages (Electronic computers)FA<U+00cc>˜ (Computer program language)Functional programming languages.Programming languages (Electronic computers)005.13Astborg Johan1577911MiAaPQMiAaPQMiAaPQBOOK9910790722003321F# for quantitative finance3856889UNINA