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F# for Quantitative Finance
An introductory guide to utilizing F# for quantitative
finance leveraging the .NET platform
Johan Astborg
BIRMINGHAM - MUMBAI
F# for Quantitative Finance
Copyright © 2013 Packt Publishing
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However, Packt Publishing cannot guarantee the accuracy of this information.
First published: December 2013
Production Reference: 1191213
Published by Packt Publishing Ltd.
Livery Place
35 Livery Street
Birmingham B3 2PB, UK.
ISBN 978-1-78216-462-3
www.packtpub.com
Cover Image by Aniket Sawant (
aniket_sawant_photography@hotmail.com
)
Credits
Author
Johan Astborg
Reviewers
Yan Cui
Arthur Pham
Isaac Abraham
Acquisition Editors
Sam Birch
Aarthi Kumaraswamy
Kunal Parikh
Indexers
Lead Technical Editor
Athira Laji
Copy Editors
Roshni Banerjee
Janbal Dharmaraj
Mradula Hegde
Gladson Monteiro
Deepa Nambiar
Karuna Narayanan
Shambhavi Pai
Alfida Paiva
Adithi Shetty
Shambhavi Pai
Production Coordinator
Melwyn D'sa
Cover Work
Melwyn D'sa
Graphics
Ronak Dhruv
Hemangini Bari
Mariammal Chettiyar
Tejal Soni
Proofreader
Paul Hindle
Technical Editors
Gauri Dasgupta
Shiny Poojary
Siddhi Rane
Sonali S. Vernekar
Project Coordinator
Mary Alex
About the Author
systems and applications, financial software systems, trading systems, as well as
mobile and web applications. He is interested in computer science, mathematics,
and quantitative finance, with a special focus on functional programming. Johan is
passionate about languages such as F#, Clojure, and Haskell, and operating systems
such as Linux, Mac OS X, and Windows for his work. Most of Johan's quantitative
background comes from Lund University, where he studied courses in computer
science, mathematics, and physics. Currently Johan is studying pure mathematics
at Lund University, Sweden, and is aiming for a PhD in the future, combining
mathematics and functional programming. Professionally, Johan has worked as a
part-time developer for Sony Ericsson and various smaller firms in Sweden. He also
works as a part-time consultant focusing on web technologies and cloud solutions.
You can easily contact him by sending an e-mail to
joastbg@gmail.com
or visit his
GitHub page at
https://github.com/joastbg
.
Johan Astborg
is the developer and architect of various kinds of software
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