Applied C# in Financial Market

1. Auflage 2004
ISBN: 978-0-470-87061-7
Verlag: Wiley

Buch, Englisch, 144 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 363 g

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.

Autoren/Hrsg.

Worner, Martin

Inhaltsverzeichnis

List of Examples ix

List of Figures xiii

List of Tables xv

Preface xvii

1 What is.NET and how does C# fit in? 1

1.1.NET framework and the common language runtime 1

2 The Basics of C# 3

2.1 Assignment, mathematic, logical and conditional operators 3

2.2 Data structures 9

2.3 Control structures 18

2.4 Summary 22

3 Object Oriented Programming 23

3.1 Introduction to classes 23

3.2 Inheritance and polymorphism 35

3.3 Summary 56

4 Databases 59

4.1 ADO.NET object model 59

4.2 Connecting to the database 59

4.3 Connection pools 61

4.4 Database handler 64

4.5 Working with data 67

4.6 Transactions 68

4.7 Workshop: Exercise three 70

4.8 Summary 71

5 Input & Output 73

5.1 Streams 73

5.2 Serialisation 74

5.3 Workshop: Exercise four 77

5.4 Summary 77

6 XML 79

6.1 Schema validation 79

6.2 XML and ADO.NET 80

6.3 Workshop: Exercise five 81

6.4 Summary 82

7 Building Windows Applications 85

7.1 Creating a new project in visual studio.NET 85

7.2 Managing projects with the Solution explorer and class view 89

7.3 Working with components on forms 90

7.4 Workshop Exercise six 97

7.5 Summary 97

8 Deployment 99

8.1 Assemblies 99

8.2 Summary 100

Bibliography 103

Appendices 105

Appendix A: Specification for an options calculator 105

Appendix B: System design 107

Appendix C: Calculation models 100

Index 115

Über Autor(innen)

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.