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Functional Programming eXchange 2009: Ganesh Sittampalam on Functional Programming for Quantitative Modelling at Credit Suisse
Functional Programming for Quantitative Modelling at Credit Suisse
Credit Suisse's Global Modelling and Analytics Group (GMAG) has been using functional programming in a number of guises for several years, starting with an in-house language built around Excel, then moving onto building domain-specific languages and other code generation tools with Haskell, and most recently using F# for the delivery of models and other software directly into production environments. This talk will discuss why Credit Suisse has adopted functional programming and the benefits that it has brought to our environment, as well as some of the challenges to be overcome.

ABOUT GANESH SITTAMPALAM
Ganesh works for Credit Suisse's Global Modelling and Analytics Group in London, developing tools and infrastructure for the bank's quantitative modellers, using both Haskell and F#. He also organises the London Haskell User Group and is a contributo
More about Ganesh Sittampalam
PODCAST FUNCTIONAL PROGRAMMING FOR QUANTITATIVE MODELLING AT CREDIT SUISSE
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