Skip to main content
Have a personal or library account? Click to login
F# for Quantitative Finance Cover

F# for Quantitative Finance

An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform

Publisher:Packt Publishing Limited
By:   
Paid access
|Jan 2025
Product purchase options
Description

An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform

Key Features

  • Learn functional programming with an easy-to-follow combination of theory and tutorials
  • Build a complete automated trading system with the help of code snippets
  • Use F# Interactive to perform exploratory development
  • Leverage the .NET platform and other existing tools from Microsoft using F#

Book Description

F# is a functional programming language that allows you to write simple code for complex problems. Currently, it is most commonly used in the financial sector. Quantitative finance makes heavy use of mathematics to model various parts of finance in the real world. 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 for quantitative finance. Using a functional programming language will enable you to concentrate more on the problem itself rather than implementation details. Tutorials and snippets are summarized into an automated trading system throughout the book.This book will introduce you to F#, using Visual Studio, and provide examples with functional programming and finance combined. The book also covers topics such as downloading, visualizing and calculating statistics from data.

F# is a first class programming language for the financial domain.

What you will learn

  • Use Visual Studio as your main tool for writing F#
  • Utilize F# to aggregate data and calculate statistics
  • Plot and visualize data in F#
  • Learn about volatility, delta hedging, and volatility arbitrage
  • Understand basic numerical analysis and algorithm implementation
  • Model orders and market data together with basic pre-trade risk
  • Structure and write object-oriented code
  • Develop larger programs using F#
  • Explore automated trading systems and quantitative trading models

Who this book is for

If you are a practitioner of quantitative finance, economics, or mathematics and wish to learn F#, then this book is for you. You may have a basic conceptual understanding of financial concepts and models, but no previous knowledge is expected.

Table of Contents

    PDF ISBN: 978-1-78216-463-0
    Publisher: Packt Publishing Limited
    Copyright owner: © 2013 Packt Publishing Limited
    Publication date: 2025
    Language: English
    Pages: 286
    Related subjects:
    Computer sciences,
    Computer sciences, other

    People also read

    Book

    Mastering R for Quantitative Finance

    Gergely Gabler
    Book

    Learning Quantitative Finance with R

    PRASHANT VATS, Dr. Param Jeet
    Book

    Introduction to R for Quantitative Finance

    Gergely Daróczi, Michael Phule, Edina Berlinger (EURO)
    Book

    Mastering F#

    Alfonso García-Caro Núñez, Suhaib Fahad
    Book

    F# for Machine Learning Essentials

    Sudipta Mukherjee
    Book

    Mastering Python for Finance

    Book

    Python for Finance

    Yuxing Yan
    Book

    Testing with f#

    Mikael Lundin
    Book

    Python for Finance

    Yuxing Yan
    Book

    Learning F# Functional Data Structures and Algorithms

    Adnan Masood