HOME JAVA & JEE OPEN SOURCE .NET WEB & RIA CLOUD & GRID ARCHITECTURE & DDD AGILE PM & SCRUM AGILE TESTING & BDD OS, MOBILE & SERVER  
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
Digg! StumbleUpon
SPONSORS
Skills Matter Ltd
Microsoft Research
Manning Publications Co.
Methods & Tools
TheServerSide
London Java Community
ClearView
OPEN SOURCE .NET COURSES
Advanced Distributed Systems Design with SOA, ADV DISTRIBUTED DESIGN W SOA
Advanced Agile Web Development with Castle Project Framework , ADVANCED CASTLE WEB DEVELOPMENT
Agile Web Development with the Castle Framework, AGILE CASTLE WEB DEVELOPMENT
Kevlin Henney's Agile Development in C#, AGILE DEVELOPMENT IN C#
Gojko Adzic's Test Driven .NET Development Workshop, GOJKO ADZIC'S TDD .NET DEVELOPMENT WORKSHOP
Loosely Coupled Messaging with NServiceBus, NSERVICEBUS - LOOSELY COUPLED MSGING
Ayende Rahien's Core NHibernate: Persistence with NHibernate, PERSISTENCE WITH NHIBERNATE
Progressive .NET Course, PROGRESSIVE .NET COURSE
Robert Pickering's Beginning F# Workshop, ROBERT PICKERING'S BEGINNING F# WORKSHOP
Core Spring .NET: Developing with Spring .NET, SPRING .NET APPLICATION DEVELOPMENT
OPEN SOURCE .NET PODCASTS
Neil Robbins:CQRS Pattern, Event Sourcing and Their Real World Applications, CQRS Pattern, Event Sourcing and Their R
Neil Robbins : 4th Mar 2010		 View Podcast: CQRS Pattern, Event Sourcing and Their Real World Applications,
Oren Eini aka Ayende Rahien:Lessons learned from building the NHibernate Profiler, Lessons from building the NHibernate Pro
Oren Eini aka Ayende Rahien : 24th Feb 2010		 View Podcast: Lessons learned from building the NHibernate Profiler,
Udi Dahan:Command Query Responsibility Segregation, Command Query Responsibility Segregation
Udi Dahan : 15th Feb 2010		 View Podcast: Command Query Responsibility Segregation,
Colin Howe:Re-writing Java classes in Scala - and making your code lovely, Re-writing Java classes in Scala - and m
Colin Howe : 8th Feb 2010		 View Podcast: Re-writing Java classes in Scala - and making your code lovely,
Emma McGrattan:Waking up to the New Economics of IT, Waking up to the New Economics of IT
Emma McGrattan : 15th Dec 2009		 View Podcast: Waking up to the New Economics of IT,
Ian Cooper:A real world guide to architecting MVC Applications, A real world guide to architecting MVC A
Ian Cooper : 14th Dec 2009		 View Podcast: A real world guide to architecting MVC Applications,
Sadek Drobi:Computation Abstraction, Computation Abstraction
Sadek Drobi : 7th Dec 2009		 View Podcast: Computation Abstraction,
Ganesh Sittampalam:Functional Programming for Quantitative Modelling at Credit Suisse, Functional Programming for Quantita...
Ganesh Sittampalam : 7th Dec 2009		 View Podcast: Functional Programming for Quantitative Modelling at Credit Suisse,
Anton Schwaighofer:F# and Units-of-measure for Technical Computing, F# and Units-of-measure for Technical Co
Anton Schwaighofer : 7th Dec 2009		 View Podcast: F# and Units-of-measure for Technical Computing,
:Parkbench Panel Discussion, Parkbench Panel Discussion
: 7th Dec 2009		 View Podcast: Parkbench Panel Discussion,
Robert Pickering:Using combinators to tackle the HTML rendering problem, Using combinators to tackle the HTML ren
Robert Pickering : 7th Dec 2009		 View Podcast: Using combinators to tackle the HTML rendering problem,
Toby Henderson:An Introduction to Mono , Mono
Toby Henderson : 3rd Dec 2009		 View Podcast: An Introduction to Mono ,
Dylan Beattie :HTML 5 and ASP.NET, HTML 5 and ASP.NET
Dylan Beattie : 2nd Nov 2009		 View Podcast: HTML 5 and ASP.NET,
Mike Hadlow:Enterprise Integration with MassTransit, Enterprise Integration with MassTransit
Mike Hadlow : 1st Oct 2009		 View Podcast: Enterprise Integration with MassTransit,
Jan Machacek:Web Applications, Web Applications
Jan Machacek : 21st Sep 2009		 View Podcast: Web Applications,
OTHER OPEN SOURCE .NET EVENTS
London .NET User Group:Mixing Functional and Object Oriented Approaches to Programming in C# , London .NET User Group
FREE EVENT: Functional and OO Approaches t
London, Wednesday, March 31st
Oren Eini aka Ayende Rahien:Ayende Rahien's Core NHibernate: Persistence with NHibernate, Persistence with NHibernate
3 DAY COURSE. Featuring Oren Eini aka Ayende Rahien
London, Monday, April 26th
Oren Eini aka Ayende Rahien Introduction into Raven DB, Introduction into Raven DB
FREE EVENT: In The Brain of Oren Eini aka Ayende Rahien
London, Wednesday, April 28th
Robert Pickering:Robert Pickering's Beginning F# Workshop, Robert Pickering's Beginning F# Workshop
2 DAY COURSE. Featuring Robert Pickering
London, Monday, May 10th
Progressive .NET Tutorials, Progressive .NET Tutorials
CONFERENCE (3 DAYS)
London, Wednesday, May 12th BOOK NOW!
Oren Eini aka Ayende Rahien:Ayende Rahien's Core NHibernate: Persistence with NHibernate, Persistence with NHibernate
3 DAY COURSE. Featuring Oren Eini aka Ayende Rahien
London, Monday, May 17th
:Agile Web Development with the Castle Framework, Agile Castle Web Development
2 DAY COURSE.
Paris, Tuesday, May 18th
Francis Sanger:Kevlin Henney's Agile Development in C#, Agile Development in C#
3 DAY COURSE. Featuring Francis Sanger
London, Wednesday, May 19th
© Copyright 2003-2010, Skills Matter Ltd
  Web development by You In Control
About Us  Jobs  Find Us  Meeting & Training Rooms  Newsletter  Community  Community-FR  Apress  1st Teach  Jobs: Sales Executive  Jobs: Student Podcaster  jobs - marketing assistant  Spring Certification