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Practical .NET for financial markets

Author: Yogesh Shetty; Samir Jayaswal
Publisher: Berkeley, CA : Apress ; New York, NY : Distributed to the Book trade worldwide by Springer-Verlag New York, ©2006.
Series: Expert's voice in .NET.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Shetty, Yogesh.
Practical .NET for financial markets.
Berkeley, CA : Apress ; New York, NY : Distributed to the Book trade worldwide by Springer-Verlag New York, ©2006
(OCoLC)68963152
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Yogesh Shetty; Samir Jayaswal
ISBN: 9781430201472 1430201479 1590595645 9781590595640 1280701528 9781280701528 9786610701520 6610701520
OCLC Number: 262691947
Description: 1 online resource (xix, 514 pages) : illustrations.
Contents: Ch. 1. Introducing the equities market --
Ch. 2. The order-matching engine --
Ch. 3. The data conversion engine --
Ch. 4. The broadcast engine --
Ch. 5. The application operation engine --
Ch. 6. STP security --
Ch. 7. STP interoperability --
Ch. 8. Equity arbitrage --
Ch. 9. .Net 2.0.
Series Title: Expert's voice in .NET.
Responsibility: Yogesh Shetty, Samir Jayaswal.

Abstract:

* Hardcore .NET solutions for advanced, distributed financial applications. * Examines next generation trading challenges, and potential solutions using .NET 2.0 and emerging technology, such as  Read more...

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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 Read more...

 
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