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Practical .NET for Financial Markets

By: Vivek Shetty, Manish Jayaswal

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Paperback | 5 November 2014

At a Glance

Paperback
538 Pages

Dimensions(cm)
23.5 x 19.05 x 2.77

Paperback

$148.38

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P ractical .NET for Financial Markets was born because we were convinced no focused literature existed for people involved in application/product development in financial markets using .NET. Although a lot of .NET-related material is available, most often it is not relevant for developers in the finance domain. The finance domain poses some interesting issues and challenges. Reliability, accuracy, and performance are tested to the hilt. Given the number of professionals worldwide who are engaged in implementing solutions using Microsoft technologies as well as the impending changes that .NET will bring about in all future applications, this book will be of considerable interest to a lot of readers. While the same concepts can be extrapolated to various types of markets, we have kept our discussion restricted to equities markets because most readers are familiar with them and because the level of technology absorption in equities markets is quite high when compared to other markets. Strictly speaking, this book is for those who want to understand the nuances of financial appli- tions and the implementation of technologies in financial markets using .NET. Solution providers for financial markets in general and equities markets in particular will find this book exceptionally useful.

Industry Reviews

From the reviews:

"This book is about the Microsoft .NET architecture's contribution to the automation of financial markets, particularly the equity market as it transitions from the T+3 environment to the T+1 environment. ... The book should be of interest to equity application developers and other application developers interested in streamlining front office, middle office, and back office throughput and operations in industry. ... it could be used as a textbook for a computer science applications course or a business course on modern and future financial markets." (Friedrich, ACM Computing Reviews, Vol. 49 (4), April, 2008)

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