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.

Don