F♯ for quantitative finance : an introductory guide to utilizing F♯ for quantitative finance leveraging the .NET platform /
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| Author / Creator: | Astborg, Johan. |
|---|---|
| Imprint: | Birmingham, UK : Packt Pub., 2013. |
| Description: | 1 online resource (1 volume) : illustrations |
| Language: | English |
| Series: | Community experience distilled Community experience distilled. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11303960 |
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| 100 | 1 | |a Astborg, Johan. | |
| 245 | 1 | 0 | |a F♯ for quantitative finance : |b an introductory guide to utilizing F♯ for quantitative finance leveraging the .NET platform / |c Johan Astborg. |
| 246 | 3 | |a F sharp for quantitative finance | |
| 260 | |a Birmingham, UK : |b Packt Pub., |c 2013. | ||
| 300 | |a 1 online resource (1 volume) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |2 rda | ||
| 490 | 1 | |a Community experience distilled | |
| 588 | 0 | |a Online resource; title from cover (Safari, viewed Feb. 6, 2014). | |
| 505 | 0 | |a 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. | |
| 505 | 8 | |a 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. | |
| 505 | 8 | |a 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. | |
| 505 | 8 | |a 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. | |
| 505 | 8 | |a 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. | |
| 520 | |a To 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. | ||
| 630 | 0 | 0 | |a Microsoft .NET Framework. |
| 630 | 0 | 7 | |a Microsoft .NET Framework. |2 fast |0 (OCoLC)fst01020083 |
| 650 | 0 | |a F♯ (Computer program language) |0 http://id.loc.gov/authorities/subjects/sh2008001530 | |
| 650 | 0 | |a Finance |x Mathematical models |x Data processing. | |
| 650 | 4 | |a F♯ (Computer program language) | |
| 650 | 4 | |a Functional programming languages. | |
| 650 | 4 | |a Programming languages (Electronic computers) | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance |x General. |2 bisacsh | |
| 650 | 7 | |a COMPUTERS |x Programming Languages |x General. |2 bisacsh | |
| 650 | 7 | |a F♯ (Computer program language) |2 fast |0 (OCoLC)fst01745123 | |
| 650 | 7 | |a Finance |x Mathematical models |x Data processing. |2 fast |0 (OCoLC)fst00924400 | |
| 655 | 0 | |a Electronic books. | |
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Astborg, Johan. |t F♯ for Quantitative Finance. |d Birmingham : Packt Publishing, ©2013 |z 9781782164623 |
| 830 | 0 | |a Community experience distilled. |0 http://id.loc.gov/authorities/names/no2011030603 | |
| 880 | 4 | |6 650-00/(S |a F̐Μư (Computer program language) | |
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| 928 | |t Library of Congress classification |a QA76.73.F163 .A88 2013 |l Online |c UC-FullText |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=680708 |z eBooks on EBSCOhost |g ebooks |i 12404698 | ||