Seminar: ‘Trading Programs – How the Finance industry has become so complex that today’s products are similar to programs’ by Joel Bjornson

Event details

  • When: 20th October 2015 14:00 - 15:00
  • Where: Cole 1.33a
  • Series: School Seminar Series
  • Format: Seminar

Abstract:

In this presentation, we’ll explore the ways in which Bloomberg uses functional programming to solve financial problems. In particular, we’ll focus on the challenges involved in the development of the Bloomberg Derivatives Library – an application for structuring and pricing financial contracts.

Bio:

Joel Bjornson is a developer at the Bloomberg Derivatives Library team, specializing in the usage of OCaml for modelling financial contracts. Joel has been interested in functional programming since discovering Haskell at an introductory programming course in university.