F# for Quantitative Finance Johan Astborg Author

F# is a functional language on the .NET platform that allows you to write simple code for complex problems. If you are interested in using F# for your day-to-day work or research in quantitative finance, this book is a must have.This book will cover everything you need to know about using functional programming quantitative finance. Using a functional programming language for quantitative finance will enable the you to concentrate more on the model itself rather than the implementation details. Tutorials and snippets are summarized into an automated trading system throughout the book.This book will introduce you to F#, Visual Studio, and some examples that are useful to be aware of in quantitative finance. We will also cover topics such as downloading data, visualizing data, and visualizing statistics, and by the end of the book, you will have created your very own example trading system which can be used for volatility arbitrage.F# together with .NET provides a wide range of tools needed to produce high quality and efficient code, from prototyping to production. The example code snippets in this book can be extended into larger blocks of code and reused and tested easily in a functional language. F# is considered as one of the industry-standard functional languages for financial and trading related applications/projects.