Comments on: Visualising Black-Scholes option pricing using F# and WPF http://www.voyce.com/index.php/2009/06/26/black-scholes-option-pricing-using-fsharp-and-wpf/ Programming and debugging tidbits Wed, 04 Jan 2012 23:07:52 +0000 hourly 1 By: Generating and plotting random numbers http://www.voyce.com/index.php/2009/06/26/black-scholes-option-pricing-using-fsharp-and-wpf/comment-page-1/#comment-769 Generating and plotting random numbers Tue, 24 Nov 2009 23:48:11 +0000 http://www.voyce.com/?p=173#comment-769 [...] controls to visualise the values direct from within Visual Studio, in a manner similar to this previous post – but without having to write the plotting code [...] [...] controls to visualise the values direct from within Visual Studio, in a manner similar to this previous post – but without having to write the plotting code [...]

]]> By: ian http://www.voyce.com/index.php/2009/06/26/black-scholes-option-pricing-using-fsharp-and-wpf/comment-page-1/#comment-761 ian Sat, 21 Nov 2009 23:43:52 +0000 http://www.voyce.com/?p=173#comment-761 Yes, in my experience they are. I'm aware of a few investment banks using functional (or mixed functional and imperative) programming languages such as Haskell, ML and F# to varying degrees. My opinion is that they're more natural for maths-oriented quants than languages like C++. Less worrying about pointers and memory management, and more focus on algorithms. Yes, in my experience they are. I’m aware of a few investment banks using functional (or mixed functional and imperative) programming languages such as Haskell, ML and F# to varying degrees.

My opinion is that they’re more natural for maths-oriented quants than languages like C++. Less worrying about pointers and memory management, and more focus on algorithms.

]]> By: sandeep http://www.voyce.com/index.php/2009/06/26/black-scholes-option-pricing-using-fsharp-and-wpf/comment-page-1/#comment-597 sandeep Sat, 19 Sep 2009 12:09:08 +0000 http://www.voyce.com/?p=173#comment-597 Hi Ian, Nice example! Are functional programming languages making an impact in Finance? Given that performance is a major criteria in most situations, how does F# stack up? Also, what attributes of functional PLs are most useful in finance related development? Regards, Sandeep Hi Ian,

Nice example!

Are functional programming languages making an impact in Finance? Given that performance is a major criteria in most situations, how does F# stack up? Also, what attributes of functional PLs are most useful in finance related development?

Regards,
Sandeep

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