Practical .NET for Financial Markets (PDF)

Name: Practical .NET for Financial Markets
Brand: Springer-Verlag GmbH
SKU: 29579232
Price: 74.89 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autoren: Vivek Shetty , Manish Jayaswal

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Practical .NET for Financial Markets, Vivek Shetty, Manish Jayaswal

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* Hardcore .NET solutions for advanced, distributed financial applications.

* Fascinating insight into operation of Equity markets and the challenges this poses for technology solutions - you do not have to be an equity market insider to use this book....

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Produktinformationen zu „Practical .NET for Financial Markets (PDF)“

* Hardcore .NET solutions for advanced, distributed financial applications.

* Fascinating insight into operation of Equity markets and the challenges this poses for technology solutions - you do not have to be an equity market insider to use this book.

* Examines next generation trading challenges, and potential solutions using .NET 2.0 and emerging technology, such as Avalon, Indigo and Longhorn.

Autoren-Porträt von Vivek Shetty, Manish Jayaswal

Yogesh Shetty is an expert in development for financial markets, with over eight years of experience in Microsoft technologies. He has extensive knowledge and experience in the design and development of Trading Engines, using the Microsoft .NET framework, ADO.NET, C#, VB .NET, SQL Server, and other technologies. He was responsible for developing a straight-through processing (STP) back office product with real-time connectivity to Exchanges and has participated in the Microsoft .NET Center of Excellence for Financial Markets.

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Bibliographische Angaben

Autoren: Vivek Shetty , Manish Jayaswal
2006, 1st ed, 514 Seiten, Englisch
Verlag: Springer-Verlag GmbH
ISBN-10: 1430201479
ISBN-13: 9781430201472
Erscheinungsdatum: 17.11.2006

Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.

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Dateiformat: PDF
Größe: 8.38 MB
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Englisch

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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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