Functional Languages and Financial Models: an Insight into Graph Programming

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• Chris Andrews, Morgan Stanley
• Tuesday 04 November 2014, 13:15-00:00
• FW26, Computer Laboratory.

If you have a question about this talk, please contact Jan Samols.

Morgan Stanley is part of an industry-leading technology team who work with functional languages to build sophisticated financial models.

Please join us for a lecture led by Chris Andrews, a Software Engineer and member of the Morgan Stanley Risk Team, who is responsible for Risk Model Infrastructure.

During the lecture we will build a model for the pricing and risk analysis of bonds, and demonstrate how the concept of graph programming allows safe state “mutation” in a functional language. We will also show our graph profiling and introspection tools which allow us to maximise code performance and developer productivity. Scala programming language will be used but no previous experience with the language is required.

Pizza provided!

This talk is part of the Technical Talks - Department of Computer Science and Technology series.

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