F# and QuantLib: An Introduction

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…

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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!…

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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…

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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…

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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#…

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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…

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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…

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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…

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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…

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