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Practical C# And Wpf For Financial Markets: Advanced C#, Wpf, And Mvvm Programming For Quant Developers/Analysts And Individual ,New
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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 Backtest Trading Strategies. It Pays Special Attention To Creating Business Applications And Reusable C# Libraries That Can Be Directly Used To Solve Realworld Problems In Quantitative Finance. The Book Contains: Overview Of C#, Wpf Programming, Data Binding, And Mvvm Pattern, Which Is Necessary To Create Mvvm Compatible .Net Financial Applications. Stepbystep 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. Introduction To Free Market Data Retrieval From Online Data Sources Using .Net Interfaces. These Data Include Eod, Realtime Intraday, Interest Rate, Foreign Exchange Rate, And Option Chain Data. Detailed Procedures To Price Equity Options And Fixedincome 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 Zerocoupon Bonds. Introduction To Linear Analysis, Time Series Analysis, And Machine Learning In Finance, Which Covers Linear Regression, Pca, Svm, And Neural Networks. Indepth Descriptions Of Trading Strategy Development And Backtesting, Including Strategies For Single Stock Trading, Stock Pairs Trading, And Trading For Multiasset Portfolios.
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