Applied C# in Financial Markets covers all the aspects of C# relevant to practitioners working in financial sector. It contains a practical workshop which builds on the material in the book, guiding you through all the stages of building a multiple model options calculator. An accompanying website features examples, illustrations and solutions to the workshops and a downloadable application to complement the book.
- Features examples and illustrations taken from a sample trading application, making the book relevant to those working in the financial markets.
- Provides a quick start to C# for financial professionals to hit the ground running in building financial applications.
- Workshops illustrate building an options calculator, exploring the various elements in C# as they progress.
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1 What is .NET and how does C# fit in? |
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1.1 .NET framework and the common language runtime. |
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2.1 Assignment, mathematic, logical and conditional operators. |
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2.1.1 Assignment operator. |
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2.1.2 Mathematical operators. |
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2.1.3 Calculate and re-assign operators += −=*= /=. |
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2.1.5 Operator precedence. |
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2.2.2 Casting and type converting. |
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3 Object Oriented Programming. |
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3.1 Introduction to classes. |
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3.1.1 Exception handling. |
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3.1.2 User defined exception class. |
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3.1.3 Workshop: Exercise one. |
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3.2 Inheritance and polymorphism. |
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3.2.1 Applying inheritance and polymorphism to finance. |
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3.2.3 Multiple threading or asynchronous programming. |
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3.2.4 Workshop: Exercise two. |
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4.1 ADO.NET object model. |
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4.2 Connecting to the database. |
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4.7 Workshop: Exercise three. |
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5.3 Workshop: Exercise four. |
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6 XML. |
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6.3 Workshop: Exercise five. |
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7 Building Windows Applications. |
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7.1 Creating a new project in visual studio.NET. |
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7.2 Managing projects with the Solution explorer and class view. |
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7.3 Working with components on forms. |
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7.3.1 Model view control. |
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7.4 Workshop Exercise six. |
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Appendix A: Specification for an options calculator. |
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Appendix B: System design. |
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Appendix C: Calculation models. |
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MARTIN WORNER has spent 16 years in the industry working at UBS, and at Morgan Stanley in London, New York and Zurich. While at Morgan Stanley he worked on many different financial applications, covering back office systems, STP projects and spent many years on a Warrants, Convertible Bond and ADR dealing and decision support systems. He is founder and Managing Director of thecitysecret ltd a software company specialising in bespoke systems for derivatives and structured products, working with a variety of financial institutions.