Applied C# in Financial Markets

MARTIN WORNER has spent 16 years in the industry working at UBS, and at Morgan Stanley in London, New York and Zurich. While at Morgan Stanley he worked on many different financial applications, covering back office systems, STP projects and spent many years on a Warrants, Convertible Bond and ADR dealing and decision support systems.He is founder and Managing Director of thecitysecret ltd a software company specialising in bespoke systems for derivatives and structured products, working with a variety of financial institutions.

• List of Examples. List of Figures.List of Tables.Preface.1 What is .NET and how does C# fit in?1.1 .NET framework and the common language runtime.2 The Basics of C#.2.1 Assignment, mathematic, logical and conditional operators.2.1.1 Assignment operator.2.1.2 Mathematical operators.2.1.3 Calculate and re-assign operators += −=*= /=.2.1.4 Logical operators.2.1.5 Operator precedence.2.2 Data structures.2.2.1 Built-in types.2.2.2 Casting and type converting.2.2.3 Strings.2.2.4 StringBuilder.2.2.5 Regex.2.2.6 Arrays.2.2.7 Collections.2.3 Control structures.2.3.1 if/else.2.3.2 switch.2.3.3 while.2.3.4 do/while.2.3.5 for loop.2.3.6 foreach loop.2.4 Summary.3 Object Oriented Programming.3.1 Introduction to classes.3.1.1 Exception handling.3.1.2 User defined exception class.3.1.3 Workshop: Exercise one.3.2 Inheritance and polymorphism.3.2.1 Applying inheritance and polymorphism to finance.3.2.2 Interfaces.3.2.3 Multiple threading or asynchronous programming.3.2.4 Workshop: Exercise two.3.3 Summary.4 Databases.4.1 ADO.NET object model.4.2 Connecting to the database.4.3 Connection pools.4.4 Database handler.4.5 Working with data.4.6 Transactions.4.7 Workshop: Exercise three.4.8 Summary.5 Input & Output.5.1 Streams.5.2 Serialisation.5.3 Workshop: Exercise four.5.4 Summary.6 XML.6.1 Schema validation.6.2 XML and ADO.NET.6.3 Workshop: Exercise five.6.4 Summary.7 Building Windows Applications.7.1 Creating a new project in visual studio.NET.7.2 Managing projects with the Solution explorer and class view.7.3 Working with components on forms.7.3.1 Model view control.7.4 Workshop Exercise six.7.5 Summary.8 Deployment.8.1 Assemblies.8.1.1 Metadata.8.1.2 Shared assemblies.8.2 Summary.Bibliography.Appendices.Appendix A: Specification for an options calculator.Appendix B: System design.Appendix C: Calculation models.Index.