Vivek Shetty, Manish Jayaswal

Practical .Net for Financial Markets

• Gebundenes Buch

Produktbeschreibung

This unique book examines up-to-the-minute uses of technology in financial markets and then explains how you can profit from that knowledge. To participate in mainstream .NET development, you must address the changes in financial markets by using the most sophisticated tools available, Microsoft .NET technology.

Software developers and architects, IT pros, and tech-savvy business users alike will find this book comprehensive and relevant. Each chapter presents problems and solutions that cover business aspects and relevant .NET features. Each aspect of .NET is analyzed in its proper context, so you'll understand why it is relevant and applicable in a real-life business case.

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Produktdetails

• Verlag: Apress / Springer, Berlin
• Artikelnr. des Verlages: 978-1-59059-564-0
• 1st ed.
• Seitenzahl: 514
• Erscheinungstermin: 10. April 2006
• Englisch
• Abmessung: 262mm x 188mm x 36mm
• Gewicht: 1179g
• ISBN-13: 9781590595640
• ISBN-10: 1590595645
• Artikelnr.: 21323976

Autorenporträt

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.

Inhaltsangabe

Introducing the Equities Market.- The Order-Matching Engine.- The Data Conversion Engine.- The Broadcast Engine.- The Application Operation Engine.- STP Security.- STP Interoperability.- Equity Arbitrage.- .NET 2.0.

Rezensionen

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)