Abstract
In using functional programming to solve problems in analytical finance, we observe a number of common patterns. The aim of these articles is to provide insights into these patterns by taking code examples from different areas, including valuation, risk analysis and decision automation. Although the patterns are relevant to functional programming in general, our implementations have been built using Scala.
If you have comments on these articles, you can reach out to Param.Parmar@funclab.net.
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