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Using F# in the Area of Quantitative Finance/Derivatives

Apr 3, 2013 · Helsinki, Finland

 

11:00-12:00 - Power of ReSharper - an overview of the ways in which ReSharper can help .NET developers produce better code, faster. The demonstrations will involve the use of Fast Code Craft practices (mnemonics, code generation) as well as an illustration of ReSharper's navigation, completion and other features.  

12:00-13:00 - F# Perspectives - an illustration of how F# can be used for can be used for computations, with a focus in quantitative finance tasks. Covers topics such as building F# models from mathematical formulae, continuous compilation of F# code, and general illustrations of F# use in derivatives trading. I will also talk about the effort of supporting F# in ReSharper.  

http://photos2.meetupstatic.com/photos/event/c/5/0/event_213663152.jpegDmitri Nesteruk is a developer, speaker, podcaster and a technical evangelist for JetBrains s.r.o. His interests lie in software development and integration practices in the areas of computation, quantitative finance and algorithmic trading. He is an instructor of an entry-level course in Quantitative Finance. His technological interests include C#, F# and C++ programming as well high-performance computing using technologies such as CUDA. He has been a C# MVP since 2009.

 

Dmitri is also the lead on a project to add F# support to ReSharper, which can found at http://github.com/jetbrains/fsharper

 

Sortly in Finnish:

Saimme puhujaksi JetBrainsilta technical evangelistin kertomaan F#:n käytöstä oikeissa hankalissa business-sovelluksissa!

Otetaan mukaan myös osuus Resharper-työkalun vinkkejä, niin voitte pomoillenne paremmin perustella tämän työajaksi vaikkei F# olisikaan käytössä vielä.

 

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