Over on the Visual F# team blog we have an article introducing you to using QuantLib from F#: A Guest Blog in conjunction with Alexandre Radicchi (alex.radi@gmail.com) F# is an attractive language to use in Financial Engineering because of its functional-first methodology, succinctness, strong typing, data-integration, stability, maturity, tooling and performance, as well as its…
Tag: F# Finance
Are you working with QuantLib and F#?
Are you working with QuantLib and F#? Would you like to share your experiences? I’m looking for people who have used this combination. Please contact me either in a comment, or by email (dsyme@microsoft.com), or @dsyme on Twitter. Even better, if you’d like to write a guest blog entry detailing your experiences, I’d be delighted!…
Try F# – Learn, Create and Share F#, from your browser
I’m very pleased to see that the latest and greatest Try F# 3.0 has been released today! Try F# is a web-based tool for learning and exploring F# 3.0, a simple and pragmatic programming language combining functional, object-oriented and information-rich programming. F# is open source and cross-platform, see the F# Software Foundation for details. Microsoft…
Come to the F# Workshop and Tutorial in Pisa, Italy, 27/28 June 2012 – "F# for Education and Innovation"
The University of Pisa will be hosting a one-day workshop entitled F# for Education and Innovation on Tuesday 28th June 2012. Please join us there! The workshop is preceded by an optional Introduction to F# Tutorial, run by Antonio Cisternino at the University of Pisa, on 27th June 2012. Topics at the workshop will…
F# as a Platform for Quantitative Finance: Thursday, March 22, SkillsMatter, London
This Thursday Adam Mlocek of StatFactory will talk about using F# as a platform for quantitative development at the F#unctional Londoner’s F# Meetup! Thursday, March 22, 2012, 6:30 PM The Skills Matter eXchange 116-120 Goswell Road, EC1V 7DP, London (map) This will be followed by a set of lightning talks 15-30mins on F# related topics including Kit…
Some F# Programming Jobs in London
Regular readers of my blog will know that from time to time I post links to F# jobs as a courtesy to the F# community. I particularly follow those in London, where we have F#unctional Londoners and other functional/finance/.NET user groups. Here are a few: F# Developer, Finance, Agile Senior F# Developer C# WPF F#…
New York City F# Meetup Group, July 19: Putting F# to Work for You
The next New York City F# Meetup Group has been announced! Keith Battocchi will be talking on “Putting F# to Work for You” Don Putting F# to Work for You Tuesday, July 19, 2011, 6:30 PM, Microsoft Offices, 6th floor, 1290 Avenue of the Americas New York, NY (map) Abstract: In this talk, you’ll…
F# Architect Team Lead Career Opportunity
Regular readers of my blog know that from time to time I post links to F#-related jobs as a service to the F# community. Credit Suisse Quantitative Strategies in London have an opportunity for an Architecture Team Lead. John Oglesby from Credit Suisse desribes the job as follows: The role we are looking to fill…
F# Financial Programming: Discount/Zero Curve Construction in F#
For those interested in financial programming with F#, there’s a very nice blog series on “Discount/Zero Curve Construction in F#” over on lesscode.net. I wanted to learn a little bit about F# by implementing something more interesting than the obligatory fractals or Fibonacci sequences, so I thought I’d see what yield curve construction would look…
F# Jobs, New York Hedge Fund
Regular readers of my blog will know that from time to time I post links to job adverts as a service to the F# community. Here is a recent job listing for C#/F# jobs in New York. http://www.tntjobs.co.uk/job/679138-permanent-multi-strategy-hedge-fund-new-york-net-40-c-f-sql-server-new-york.aspx?utm_source=Indeed&utm_medium=organic&utm_campaign=Indeed Multi-Strategy Hedge Fund – New York – .NET 4.0/C#/F#/SQL Server Reference: JS/DP/.NET Location: New York Salary: $150000.00…