SkillsCast

Functional Programming for Quantitative Modelling at Credit Suisse

7th December 2009 in London at The Skills Matter eXchange

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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 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 challenges and benefits that it has brought.

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Functional Programming for Quantitative Modelling at Credit Suisse

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