LEADER 05415nam 22006731 450 001 9910790722003321 005 20200520144314.0 010 $a1-78216-463-4 035 $a(CKB)2550000001179125 035 $a(EBL)1561456 035 $a(SSID)ssj0001158067 035 $a(PQKBManifestationID)11632425 035 $a(PQKBTitleCode)TC0001158067 035 $a(PQKBWorkID)11211857 035 $a(PQKB)10665646 035 $a(Au-PeEL)EBL1561456 035 $a(CaPaEBR)ebr10825538 035 $a(CaONFJC)MIL559264 035 $a(OCoLC)867317125 035 $a(CaSebORM)9781782164623 035 $a(MiAaPQ)EBC1561456 035 $a(PPN)228017432 035 $a(EXLCZ)992550000001179125 100 $a20140104d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aF# for quantitative finance /$fJohan Astborg 205 $a1st edition 210 1$aBirmingham :$cPackt Publishing,$d2013. 215 $a1 online resource (287 p.) 225 1 $aCommunity experience distilled 300 $aIncludes index. 311 $a1-78216-462-6 311 $a1-306-28013-3 327 $aCover; 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 lists 327 $aConcatenating 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; Arrays 327 $aInteresting 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 measure 327 $aAsynchronous 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 complement 327 $aFloating-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 generation 327 $aPseudo-random numbers 330 $aTo 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. 606 $aFA˜ (Computer program language) 606 $aFunctional programming languages 606 $aProgramming languages (Electronic computers) 615 0$aFA˜ (Computer program language) 615 0$aFunctional programming languages. 615 0$aProgramming languages (Electronic computers) 676 $a005.13 700 $aAstborg$b Johan$01577911 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910790722003321 996 $aF# for quantitative finance$93856889 997 $aUNINA