Functional-first programming in F# is an effective tool for solving complex problems that often arise in financial computing. The strong typing of F# provides important correctness guarantees and means that numeric code written in F# runs efficiently. Furthermore, a number of case-studies show that F# significantly reduces time-to-market, especially in the financial domain.
The course is practically focused. Throughout the course, we look at examples of time-series analysis, modelling and pricing of stock options and more. Each lecture provides a number of fun exercises that guide you through the problem. Furthermore, F# and functional programming makes you a better programmer even if you do not end up using the language immediately after the course.
The course requires no prior functional programming knowledge and is designed for both software developers and quants or actuaries. You will learn:
A brief theoretical introduction to every concept will be followed by numerous practical demos and exercises. At the end of the first day, you'll leave with a complete real-world F# application. In the second day, we'll solve a number of complex problems in concurrent and data-oriented programming.
The course doesn't require prior experience with F# or functional programming.