In this talk we will look at how functional programming and in particular algebraic representation are becoming increasingly popular to model financial contracts. After a brief intro to OCaml, we will look at a real life example of a complex derivative and demonstrate how functional programming has helped develop innovative applications.
Speaker: Varun Kohli
Target Audience: Undergrad, MA, PhD working towards a CS degree or relevant major
Dress Code: Casual
Sponsor Visas: Yes
