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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 |
FA Functional programming languages Programming languages (Electronic computers) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78216-463-4 |
| 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 |
| Record Nr. | UNINA-9910453423503321 |
Astborg Johan
|
||
| Birmingham : , : Packt Publishing, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
FA Functional programming languages Programming languages (Electronic computers) |
| ISBN | 1-78216-463-4 |
| 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 |
| Record Nr. | UNINA-9910790722003321 |
|
Astborg Johan
|
||
| Birmingham : , : Packt Publishing, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
FA Functional programming languages Programming languages (Electronic computers) |
| 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-9910973104603321 |
|
Astborg Johan
|
||
| Birmingham : , : Packt Publishing, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||