OCaml for Quantitative Finance: A Comprehensive Guide
Quantitative Finance with OCaml
This book teaches quantitative finance using OCaml, covering derivatives pricing, risk management, and trading systems. It emphasizes OCaml's type system to prevent errors at compile time and includes production-quality code, mathematical derivations, and coverage of OCaml 5 features. The guide is structured in seven parts, from foundations to advanced topics like machine learning and regulatory frameworks.
OCaml offers something rare: a language that is simultaneously expressive, correct by construction, and fast enough for production trading systems.
- abathologist
Who wrote this? I haven't been able to find an author yet, and the supposed source repo (https://github.com/quantitative-finance-with-ocaml as per https://qcaml.com/appendices/appendix-e-setup/ ) is a 404.
- duhhhhh1212
https://www.pangram.com/history/4429c019-cdb9-4ce4-bd4d-2ff7...
This is just the first chapter but don’t expect anything different for the rest.
- belfthrow
A lot of this is completely wrong for their Java comparisons.