Some F# Snippets related to for Financial Engineering

Here are some of the snippets on the F# Snippets site related to financial engineering. You can learn a lot from these, if used in conjunction with a regular F# book and/or relevant papers.

• Get Stock Quote Data and Historical Stock Prices from Yahoo Finance
• Black Scholes Option Pricing
• Historical Volatility
• How to write a financial contract
• Store yahoo quotes in kdb
• Yahoo Historical Quote Implementation
• QR-decomoposition of a square-matrix using the Gram-Schmidt method
• CSV writer
• CSV reader
• Combinatorial functions

These are found under the Mathematics and Algorithms sections of the F# Snippets site.

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