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
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||
| Birmingham : , : Packt Publishing, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
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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-9911133316503321 |
| Astborg Johan | ||
| Birmingham : , : Packt Publishing, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
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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.
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||
| Cambridge : , : Cambridge University Press, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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.
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||
| Cambridge : , : Cambridge University Press, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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||
| Indianapolis, Indiana : , : Wiley Publishing, Inc., , 2011 | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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| Indianapolis, Indiana : , : Wiley Publishing, Inc., , 2011 | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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| [Place of publication not identified] : , : Apress, , [2022] | ||
| Lo trovi qui: Univ. Federico II | ||
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