F♯ for quantitative finance : an introductory guide to utilizing F♯ for quantitative finance leveraging the .NET platform /
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 i...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Birmingham, UK :
Packt Pub.,
2013.
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Colección: | Community experience distilled.
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Temas: | |
Acceso en línea: | Texto completo Texto completo |
MARC
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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 | ||
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347 | |a text file | ||
490 | 1 | |a Community experience distilled | |
588 | 0 | |a Online resource; title from cover (Safari, viewed February 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. | ||
590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
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650 | 4 | |a F♯ (Computer program language) | |
650 | 4 | |a Functional programming languages. | |
650 | 4 | |a Programming languages (Electronic computers) | |
650 | 6 | |a Finances |x Modèles mathématiques |x Informatique. | |
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 | |
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. | |
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