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F# for quantitative finance / / Johan Astborg
F# for quantitative finance / / Johan Astborg
Autore Astborg Johan
Edizione [1st edition]
Pubbl/distr/stampa Birmingham : , : Packt Publishing, , 2013
Descrizione fisica 1 online resource (287 p.)
Disciplina 005.13
Collana Community experience distilled
Soggetto topico F♯ (Computer program language)
ISBN 9781782164630
1782164634
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 lists
Concatenating 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
Interesting 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
Asynchronous 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
Floating-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
Pseudo-random numbers
Altri titoli varianti F sharp for quantitative finance
Record Nr. UNINA-9911107594203321
Astborg Johan  
Birmingham : , : Packt Publishing, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
F# for quantitative finance / / Johan Astborg
F# for quantitative finance / / Johan Astborg
Autore Astborg Johan
Edizione [1st edition]
Pubbl/distr/stampa Birmingham : , : Packt Publishing, , 2013
Descrizione fisica 1 online resource (287 p.)
Disciplina 005.13
Collana Community experience distilled
Soggetto topico F♯ (Computer program language)
ISBN 9781782164630
1782164634
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 lists
Concatenating 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
Interesting 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
Asynchronous 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
Floating-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
Pseudo-random numbers
Altri titoli varianti F sharp for quantitative finance
Record Nr. UNINA-9911133316503321
Astborg Johan
Birmingham : , : Packt Publishing, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Functional programming using F# / / Michael R. Hansen, Technical University of Denmark, Lyngby, Hans Rischel, Technical University of Denmark, Lyngby [[electronic resource]]
Functional programming using F# / / Michael R. Hansen, Technical University of Denmark, Lyngby, Hans Rischel, Technical University of Denmark, Lyngby [[electronic resource]]
Autore Hansen Michael R.
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (xi, 361 pages) : digital, PDF file(s)
Disciplina 005.1/14
Soggetto topico Functional programming (Computer science)
F♯ (Computer program language)
ISBN 1-316-08975-4
1-107-06505-4
1-107-25547-3
1-107-05900-3
1-107-05772-8
1-107-05553-9
1-139-09399-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: 1. Getting started; 2. Values, operators, expressions, and functions; 3. Tuples, records, and tagged values; 4. Lists; 5. Collections: Lists, maps, and sets; 6. Finite trees; 7. Modules; 8. Imperative features; 9. Efficiency; 10. Text processing programs; 11. Sequences; 12. Computation expressions; 13. Asynchronous and parallel computations.
Record Nr. UNINA-9910462601903321
Hansen Michael R.  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Functional programming using F# / / Michael R. Hansen, Technical University of Denmark, Lyngby, Hans Rischel, Technical University of Denmark, Lyngby [[electronic resource]]
Functional programming using F# / / Michael R. Hansen, Technical University of Denmark, Lyngby, Hans Rischel, Technical University of Denmark, Lyngby [[electronic resource]]
Autore Hansen Michael R.
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (xi, 361 pages) : digital, PDF file(s)
Disciplina 005.1/14
Soggetto topico Functional programming (Computer science)
F♯ (Computer program language)
ISBN 1-316-08975-4
1-107-06505-4
1-107-25547-3
1-107-05900-3
1-107-05772-8
1-107-05553-9
1-139-09399-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: 1. Getting started; 2. Values, operators, expressions, and functions; 3. Tuples, records, and tagged values; 4. Lists; 5. Collections: Lists, maps, and sets; 6. Finite trees; 7. Modules; 8. Imperative features; 9. Efficiency; 10. Text processing programs; 11. Sequences; 12. Computation expressions; 13. Asynchronous and parallel computations.
Record Nr. UNINA-9910786998903321
Hansen Michael R.  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Functional programming using F# / / Michael R. Hansen, Technical University of Denmark, Lyngby, Hans Rischel, Technical University of Denmark, Lyngby [[electronic resource]]
Functional programming using F# / / Michael R. Hansen, Technical University of Denmark, Lyngby, Hans Rischel, Technical University of Denmark, Lyngby [[electronic resource]]
Autore Hansen Michael R.
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (xi, 361 pages) : digital, PDF file(s)
Disciplina 005.1/14
Soggetto topico Functional programming (Computer science)
F♯ (Computer program language)
ISBN 1-316-08975-4
1-107-06505-4
1-107-25547-3
1-107-05900-3
1-107-05772-8
1-107-05553-9
1-139-09399-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: 1. Getting started; 2. Values, operators, expressions, and functions; 3. Tuples, records, and tagged values; 4. Lists; 5. Collections: Lists, maps, and sets; 6. Finite trees; 7. Modules; 8. Imperative features; 9. Efficiency; 10. Text processing programs; 11. Sequences; 12. Computation expressions; 13. Asynchronous and parallel computations.
Record Nr. UNINA-9910825690403321
Hansen Michael R.  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Professional F# 2.0 / / Ted Neward [and three others] ; foreword by Scott Hanselman
Professional F# 2.0 / / Ted Neward [and three others] ; foreword by Scott Hanselman
Autore Neward Ted
Edizione [1st edition]
Pubbl/distr/stampa Indianapolis, Indiana : , : Wiley Publishing, Inc., , 2011
Descrizione fisica 1 online resource (434 p.)
Disciplina 005.133
Collana Wrox professional guides
Soggetto topico F♯ (Computer program language)
Soggetto genere / forma Electronic books.
ISBN 1-282-88412-3
9786612884122
1-118-25744-8
1-118-00713-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto PROFESSIONAL F# 2.0; CONTENTS; FOREWORD; INTRODUCTION; PART 0: BEGINNINGS; CHAPTER 1: PRIMER; Setup; It's that Time of Year Again...; Strategy; The Delegate Strategy; Lambda Calculus (Briefly); Type Inference; Immutability; Expressions, not Statements; Summary; PART I: BASICS; CHAPTER 2: LEXICAL STRUCTURE; Comments; Identifiers; Preprocessor Directives; Significant Whitespace; Summary; CHAPTER 3: PRIMITIVE TYPES; Boolean; Numeric Types; Bitwise Operations; Floating-Point Types; Arithmetic Conversions; String and Character Types; Unit; Units of Measure Types; Literal Values; Summary
CHAPTER 4: CONTROL FLOWBasic Decisions: if; Looping: while/do; Looping: for; Exceptions; try...with; try...finally; Raising and Throwing Exceptions; Defining New Exception Types; Summary; CHAPTER 5: COMPOSITE TYPES; Option Types; Option Functions; Tuples; Arrays; Array Construction; Array Access; Array Functions; Lists; List Construction; List Access; List Methods; Using Lists and Arrays; Sequences; Maps; Map Construction; Map Access; Map Functions; Sets; Summary; CHAPTER 6: PATTERN MATCHING; Basics; Pattern Types; Constant Patterns; Variable-Binding ("Named") Patterns; AND, OR Patterns
Literal PatternsTuple Patterns; as Patterns; List Patterns; Array Patterns; Discriminated Union Patterns; Record Patterns; Pattern Guards; Active Patterns; Single Case; Partial Case; Multi-Case; Summary; PART II: OBJECTS; CHAPTER 7: COMPLEX COMPOSITE TYPES; Type Abbreviations; Enum Types; Discriminated Union Types; Structs; Value Type Implicit Members; Structs and Pattern-Matching; Record Types; Record Type Implicit Members; Summary; CHAPTER 8: CLASSES; Basics; Fields; Constructors; Creating; Members; Properties; Methods; Static Members; Operator Overloading; Delegates and Events; Subscribing
DelegatesDelegateEvents; Beyond DelegateEvents: Events; Access Modifiers; Type Extensions; Summary; CHAPTER 9: INHERITANCE; Basics; Fields and Constructors; Overriding; Abstract Members; Default; Casting; Upcasting; Downcasting; Flexible Types; Boxing and Unboxing; Interfaces; Implementation; Definition; Object Expressions; Summary; CHAPTER 10: GENERICS; Basics; Type Parameters; Type Constraints; Type Constraint; Equality Constraint; Comparison Constraint; Null Constraint; Constructor Constraint; Value Type and Reference Type Constraints; Other Constraints; Statically Resolved Type Parameters
Explicit Member ConstraintSummary; CHAPTER 11: PACKAGING; Namespaces; Referencing a Namespace; Defining a Namespace; Modules; Referencing a Module; Dening a Module; Summary; CHAPTER 12: CUSTOM ATTRIBUTES; Using Custom Attributes; EntryPoint; Obsolete; Conditional; ParamArray; Struct, Class, AbstractClass, Interface, Literal, and Measure; Assembly Attributes; DefaultMember; Serializable, NonSerialized; AutoOpen; Other Attributes; Creation and Consumption; Creation; Consumption; Summary; PART III: FUNCTIONAL PROGRAMMING; CHAPTER 13: FUNCTIONS; Traditional Function Calls; Mathematical Functions
Coming from C#
Record Nr. UNINA-9910140909703321
Neward Ted  
Indianapolis, Indiana : , : Wiley Publishing, Inc., , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Professional F# 2.0 / / Ted Neward [and three others] ; foreword by Scott Hanselman
Professional F# 2.0 / / Ted Neward [and three others] ; foreword by Scott Hanselman
Autore Neward Ted
Edizione [1st edition]
Pubbl/distr/stampa Indianapolis, Indiana : , : Wiley Publishing, Inc., , 2011
Descrizione fisica 1 online resource (434 p.)
Disciplina 005.133
Collana Wrox professional guides
Soggetto topico F♯ (Computer program language)
ISBN 1-282-88412-3
9786612884122
1-118-25744-8
1-118-00713-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto PROFESSIONAL F# 2.0; CONTENTS; FOREWORD; INTRODUCTION; PART 0: BEGINNINGS; CHAPTER 1: PRIMER; Setup; It's that Time of Year Again...; Strategy; The Delegate Strategy; Lambda Calculus (Briefly); Type Inference; Immutability; Expressions, not Statements; Summary; PART I: BASICS; CHAPTER 2: LEXICAL STRUCTURE; Comments; Identifiers; Preprocessor Directives; Significant Whitespace; Summary; CHAPTER 3: PRIMITIVE TYPES; Boolean; Numeric Types; Bitwise Operations; Floating-Point Types; Arithmetic Conversions; String and Character Types; Unit; Units of Measure Types; Literal Values; Summary
CHAPTER 4: CONTROL FLOWBasic Decisions: if; Looping: while/do; Looping: for; Exceptions; try...with; try...finally; Raising and Throwing Exceptions; Defining New Exception Types; Summary; CHAPTER 5: COMPOSITE TYPES; Option Types; Option Functions; Tuples; Arrays; Array Construction; Array Access; Array Functions; Lists; List Construction; List Access; List Methods; Using Lists and Arrays; Sequences; Maps; Map Construction; Map Access; Map Functions; Sets; Summary; CHAPTER 6: PATTERN MATCHING; Basics; Pattern Types; Constant Patterns; Variable-Binding ("Named") Patterns; AND, OR Patterns
Literal PatternsTuple Patterns; as Patterns; List Patterns; Array Patterns; Discriminated Union Patterns; Record Patterns; Pattern Guards; Active Patterns; Single Case; Partial Case; Multi-Case; Summary; PART II: OBJECTS; CHAPTER 7: COMPLEX COMPOSITE TYPES; Type Abbreviations; Enum Types; Discriminated Union Types; Structs; Value Type Implicit Members; Structs and Pattern-Matching; Record Types; Record Type Implicit Members; Summary; CHAPTER 8: CLASSES; Basics; Fields; Constructors; Creating; Members; Properties; Methods; Static Members; Operator Overloading; Delegates and Events; Subscribing
DelegatesDelegateEvents; Beyond DelegateEvents: Events; Access Modifiers; Type Extensions; Summary; CHAPTER 9: INHERITANCE; Basics; Fields and Constructors; Overriding; Abstract Members; Default; Casting; Upcasting; Downcasting; Flexible Types; Boxing and Unboxing; Interfaces; Implementation; Definition; Object Expressions; Summary; CHAPTER 10: GENERICS; Basics; Type Parameters; Type Constraints; Type Constraint; Equality Constraint; Comparison Constraint; Null Constraint; Constructor Constraint; Value Type and Reference Type Constraints; Other Constraints; Statically Resolved Type Parameters
Explicit Member ConstraintSummary; CHAPTER 11: PACKAGING; Namespaces; Referencing a Namespace; Defining a Namespace; Modules; Referencing a Module; Dening a Module; Summary; CHAPTER 12: CUSTOM ATTRIBUTES; Using Custom Attributes; EntryPoint; Obsolete; Conditional; ParamArray; Struct, Class, AbstractClass, Interface, Literal, and Measure; Assembly Attributes; DefaultMember; Serializable, NonSerialized; AutoOpen; Other Attributes; Creation and Consumption; Creation; Consumption; Summary; PART III: FUNCTIONAL PROGRAMMING; CHAPTER 13: FUNCTIONS; Traditional Function Calls; Mathematical Functions
Coming from C#
Record Nr. UNINA-9910831188803321
Neward Ted  
Indianapolis, Indiana : , : Wiley Publishing, Inc., , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stylish F# 6 : crafting elegant functional code for .NET 6 / / Kit Eason
Stylish F# 6 : crafting elegant functional code for .NET 6 / / Kit Eason
Autore Eason Kit
Edizione [Second edition.]
Pubbl/distr/stampa [Place of publication not identified] : , : Apress, , [2022]
Descrizione fisica 1 online resource (433 pages)
Disciplina 005.13
Soggetto topico F♯ (Computer program language)
Functional programming languages
ISBN 1-4842-7205-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Chapter 1: The Sense of Style -- Chapter 2: Designing Functions Using Types -- Chapter 3: Missing Data -- Chapter 4: Working Effectively with Collection Functions -- Chapter 5: Immutability and Mutation -- Chapter 6: Pattern Matching -- Chapter 7: Record Types -- Chapter 8: Classes -- Chapter 9: Programming With Functions -- Chapter 10: Asynchronous and Parallel Programming -- Chapter 11: Railway Oriented Programming -- Chapter 12: Performance -- Chapter 13: Layout and Naming -- Chapter 14: Summary.
Record Nr. UNINA-9910523762703321
Eason Kit  
[Place of publication not identified] : , : Apress, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui