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Applied C# in Financial Markets


When a new programming language emerges a rush of books is published that cover every aspect of the programming language in detail. Applied C# in Financial Markets aims to cover the aspects of C# relevant to practitioners working in financial markets and is illustrated with examples taken from a trading application. At the end of each section there is a suggested workshop that guides the reader through building an options calculator step by step and incorporates many of the techniques used to build financial applications.

All the illustrations and examples used throughout the book are taken from a trading application and the complete solution to the workshops are available to download at

  • All examples and illustrations are taken from a sample trading application, thus making the book relevant to those working in the financial markets.
  • It provides a quick start to C# for financial professionals to hit the ground running in building financial applications.
  • The author has had extensive experience in building applications for financial markets and guides the reader through the C# language from a practitioner’s perspective.
  • Workshops illustrate building an options calculator, exploring the various elements in C# as they progress.

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.


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.



Appendix A: Specification for an options calculator.

Appendix B: System design.

Appendix C: Calculation models.