05760nam 22007931 450 991097310460332120200520144314.097817821646301782164634(CKB)2550000001179125(EBL)1561456(SSID)ssj0001158067(PQKBManifestationID)11632425(PQKBTitleCode)TC0001158067(PQKBWorkID)11211857(PQKB)10665646(Au-PeEL)EBL1561456(CaPaEBR)ebr10825538(CaONFJC)MIL559264(OCoLC)867317125(PPN)228017432(OCoLC)870467624(OCoLC)ocn870467624(FR-PaCSA)88849811(CaSebORM)9781782164623(MiAaPQ)EBC1561456(FRCYB88849811)88849811(DE-B1597)722668(DE-B1597)9781782164630(EXLCZ)99255000000117912520140104d2013 uy 0engur|n|---|||||txtccrF# for quantitative finance /Johan Astborg1st editionBirmingham :Packt Publishing,2013.1 online resource (287 p.)Community experience distilledIncludes index.9781782164623 1782164626 9781306280136 1306280133 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.F sharp for quantitative financeFA<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 Johan1795684MiAaPQMiAaPQMiAaPQBOOK9910973104603321F# for quantitative finance4337105UNINA01876nam0 2200409 i 450 CFI037914420251003044140.0IT98-4362 20170103d1996 ||||0itac50 baitaitz01i xxxe z01nz01ncRDAcarrierObiettivo sul mondoviaggi ed esplorazioni nelle immagini dell'archivio fotografico della Società geografica italiana, 1866-1956Società geografica italianaa cura di Maria ManciniRomaSocietà geografica italiana1996stampa 1997XXVII, 193 p., \17! c. di tav.ill.22 cm.Fotografie1866-1956CollezioniFIRCFIC096458ISocietà geografica italianaArchivio fotograficoCataloghiFIRCFIC096459I770FOTOGRAFIA23778.93621779.074FOTOGRAFIE. Musei, collezioni, esposizioni20779.07421Documenti fotograficiFotoRaccolte <Collezioni>FotografieDocumenti fotograficiFotografieFotoCollezioniRaccolte <Collezioni>Mancini, MariaSBLV064137Società geografica italianaRAVV032012070270462ITIT-00000020170103IT-BN0095 NAP 01POZZO LIB.Vi sono collocati fondi di economia, periodici di ingegneria e scienze, periodici di economia e statistica e altri fondi comprendenti documenti di economia pervenuti in dono. CFI0379144Biblioteca Centralizzata di Ateneo1 v.1 v. 01POZZO LIB.F. BENCARDINO 33 01 0000082015E VMA 1 v.B 2022060920220830 01Obiettivo sul mondo2906452UNISANNIO