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F# for Quantitative Finance by Johan Astborg

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Asynchronous and parallel programming

Asynchronous and parallel programming will be introduced in this section, together with events, thread pools, background workers, and the MailboxProcessor (agents). All these constructs exist with one purpose in life: to make life easier for the programmer. Modern computers have CPUs capable of executing several threads in parallel, which opens doors to new possibilities. These possibilities require a good toolkit for concurrent and parallel programming. F# is a very good candidate, and one of its design principles is to be a good fit in these types of situations.

Events

Events are useful when you want a certain function to execute upon a specific event that will occur sometime in the future. This is often applicable ...

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