×
Eventil - Find Tech Events
Official mobile app
FREE - In Google Play
View
×
Eventil
Official mobile app
FREE - In App Store
View

F# - TOOL FOR QUANTS?

Tue, 03 Nov 2015 6:00 PM

F# - TOOL FOR QUANTS?

Hi all,

I am happy to announce the next Zurich F# meetup, scheduled for Tue, Nov 3 at 7 PM.

The presentation will be given by our long-term member Vidmantas Pleta. Vidas will take a look at F# from a broader perspective and see how it compares with other tools typically used in quantitative finance.

F# - TOOL FOR QUANTS?

Quantitative finance is a broad topic encompassing concepts from mathematics, economics, and computer science - just to name a few. In practice, many times the goal is to create a model that fairly well replicates stylized facts of a particular financial product or a portfolio of products and, most importantly, is useful in decision making.

Model prototyping-building is aided by statistical/mathematical computational platforms like Wolfram Mathematica, Matlab or R, etc. However, for business-critical computations, it is preferred to implement chosen models using modern programming languages like C/C++/C#, Java and recently - F#. In this session, we take an example of a commodity forward price curve model already implemented in Matlab (available at Mathworks website) and see how quickly and easily it could be re-implement in F#. We briefly discuss main mathematical concepts involved, as well as publicly available numerical libraries that could be helpful in this endeavour.

We are looking forward to seeing you soon.

If you come for the first time, please download this pdf to make sure you find the location.

All the best,

Marc

Event organizers
  • Zurich FSharp Users

    Our goal is to promote the usage of the multi-paradigm programming language F# (FSharp) in Switzerland. IT experts who have a professional or personal interest are cordially invited to join the group. We speak German and English.

    Recent Events
    More

Are you organizing F# - TOOL FOR QUANTS??

Claim the event and start manage its content.

I am the organizer
Social
Rating

based on 0 reviews