Practical C# And Wpf For Financial Markets: Advanced C#, Wpf, And Mvvm Programming For Quant Developers/Analysts And Individual Traders

Practical C# and WPF for Financial Markets provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and back-test trading strategies. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: ò Overview of C#, WPF programming, data binding, and MVVM pattern, which is necessary to create MVVM compatible .NET financial applications. ò Step-by-step approaches to create a variety of MVVM compatible 2D/3D charts, stock charts, and technical indicators using my own chart package and Microsoft chart control. ò Introduction to free market data retrieval from online data sources using .NET interfaces. These data include EOD, real-time intraday, interest rate, foreign exchange rate, and option chain data. ò Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as discussions on related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. ò Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, SVM, and neural networks. ò In-depth descriptions of trading strategy development and back-testing, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.

• | Author: Jack Xu
• | Publisher: Ji-Hai Xu
• | Publication Date: Dec 05, 2016
• | Number of Pages: 618 pages
• | Language: English
• | Binding: Paperback/Business & Economics
• | ISBN-10: 0979372550
• | ISBN-13: 9780979372551