Modeling Financial Markets - Databases to Create Pricing, Trading, and Risk Management Models

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Modeling Financial Markets - Using Visual Basic.NET
and Databases to Create Pricing, Trading, and Risk Management Models

Acknowledgments v

SECTION ONE
Trading System Development 1
1 Introduction 3
2 Development Methodology 11

SECTION TWO
Introduction to VB.NET: Algorithm Development 31
3 Getting Started with VB.NET 33
4 Value Types and Operators 47
5 Control Structures 65
6 Procedures 81
7 Objects 109
8 Arrays 133
9 Problem Solving 151
10 .NET Type System 171

SECTION THREE
Database Programming: Back Testing 185
11 Relational Databases 187
12 ADO.NET 201
13 Structured Query Language 219
14 Introduction to Data Structures 243
15 Advanced Data Structures 257

SECTION FOUR
Advanced VB.NET: Implementation 269
16 Software Connectivity and Interoperability 271
17 Connecting to Trading Software 281
18 XML 301
19 XML Protocols in Financial Markets 323
SECTION FIVE
Object-Oriented Programming: Risk Management 341
20 Uni?ed Modeling Lanaguage 343
References 379
Acronyms 383
Index 385