{"product_id":"practical-quantitative-finance-with-asp-net-core-and-angular-building-ultra-modern-responsive-single-page-web-applications-for-quantitative-finance-paperback","title":"Practical Quantitative Finance with ASP.NET Core and Angular: Building Ultra-Modern, Responsive Single-Page Web Applications for Quantitative Finance - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eJack Xu\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book provides comprehensive details of developing \u003cb\u003eultra-modern, responsive single-page applications (SPA) for quantitative finance using ASP.NET Core and Angular\u003c\/b\u003e. It pays special attention to create distributed web SPA applications and reusable libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: \u003c\/p\u003e\u003cp\u003eOverview of ASP.NET Core and Angular, which is necessary to create SPA for quantitative finance.\u003c\/p\u003e\u003cp\u003eStep-by-step approaches to create a variety of Angular compatible real-time stock charts and technical indicators using ECharts and TA-Lib.\u003c\/p\u003e \u003cp\u003eIntroduction to access market data from online data sources using .NET Web API and Angular service, including EOD, intraday, real-time stock quotes, interest rates.\u003c\/p\u003e \u003cp\u003eDetailed procedures to price equity options and fixed-income instruments using QuantLib, including European\/American\/Barrier\/Bermudan options, bonds, CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds.\u003c\/p\u003e\u003cp\u003eDetailed explanation to linear analysis and machine learning in finance, which covers linear regression, PCA, KNN, SVM, and neural networks.\u003c\/p\u003e \u003cp\u003eIn-depth descriptions of trading strategy development and backtesting for crossover and z-score based trading signals.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 652\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.31 x 9.25 x 7.52 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e March 01, 2019\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":52493580697907,"sku":"9780979372568","price":141.98,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0300\/5595\/6612\/files\/WVpSZzhQSkFmbHlzUXlQMjlVN3liZz09.webp?v=1759957173","url":"https:\/\/www.vysn.com\/products\/practical-quantitative-finance-with-asp-net-core-and-angular-building-ultra-modern-responsive-single-page-web-applications-for-quantitative-finance-paperback","provider":"VYSN","version":"1.0","type":"link"}