Is there any good C# book specifially talking more maths?It would be perfect if there is one talking about financial maths but it doesn't seem to be ( there is one which is terrible according to the comment on amazon)Thx

and what is the point?

QuoteOriginally posted by: snovikand what is the point?I think stt is looking for a good book on C# and maths. Most C# (syntax-only) books are fairly vanilla-flavoured. At least, that's the way I understand it.

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: snovikand what is the point?I think stt is looking for a good book on C# and maths. Most C# (syntax-only) books are fairly vanilla-flavoured. At least, that's the way I understand it.you are always right aren't youhow is holland by the way?Guess there is no C# book like your C++ book...maybe you can consider writing one then!

Flattery will get you nowhere I try to listen to people Now that you ask, I am working on a C# book with a trader for IR applications, lots of Excel communication. We have a TOC in my website below. Some of the models in my C++ books will be in there as well, to balance the book with other kinds of derivatives.Compared to C++, one is much more productive using C#. For desktop apps, it's very good in my experience.Hope this helps.

The way I do it is to get dedicated programming language books and dedicated financial maths books. So, I would recommend:Programming C#Programming .Net componentsThe second one covers the practicalities of building .Net applications on Windows - all the examples are in C#. For the numerical methods stuff, I use a combination of Wilmott (I have the old version with the black cover that is now out of print), Haug and Tavella.However, I'd recommend doing some study for a deep understanding of financial math - next year might be a good year for that Enjoy!

Programming C#, 4th Edition Building .NET Applications with C# by Jesse LibertyProgramming .NET Components by Juval LowyPaul Wilmott on Quantitative Finance, 3 Volume Set + CD-ROM by Paul WilmottThe Complete Guide to Option Pricing Formulas by Espen Gaardner HaugQuantitative Methods in Derivatives Pricing: An Introduction to Computational Finance by Domingo Tavella

Hi Cuchulainn, Is there a date set for "C# for Trading Systems" yet?The TOC looks good. Although a small discussion on the merits of WPF over winforms would have been good. One of our apps is suffering from Winforms generating too many handles at present.

QuoteOriginally posted by: DigammaHi Cuchulainn, Is there a date set for "C# for Trading Systems" yet?The TOC looks good. Although a small discussion on the merits of WPF over winforms would have been good. One of our apps is suffering from Winforms generating too many handles at present.Yes, it's moving along. It should be ready this year. But it takes time. The main focus is IR and structured products(with Andrea Germani) and I have ported my C++ library classes to C# as well as PDE/FDM option stuff. That was really very easy. And using patterns in C# is very natural. Most core stuff is finished, it's the writing that takes time.To be honest, doing this project in C++ would take 3 times as long (or, C# three times as fast).Can you describe what WinForms you are doing that causes these problems?

Not much time at the minute. One of the key things was that winforms, and the lack of flexibility for custom controls, sent us down the route of a 3rd party to provide grids and suchlike. We're finding that they are slowing us down by 30-40% at least. Partially this problem is alleviated by using WPF as we have more flexibility in designing the controls (with the added bonus of being able to use the hardware acceleration - winforms were locking up the trade entry screens for unacceptable periods of time). There are other factors other than our poor design/3rd party decision but I'll have to get back and write them up again at some point soon when time allows.