**4:**Numerical computing in financial domain. The first draft of the chapter is now available online via Manning's early access program.

Currently the chapter covers the following:

1 Introducing financial derivatives

2 Using probability functions of Math.NET

2.1 Configuring F# Interactive (profiling and floating point formatting)

2.2 Setting up Math.NET Numerics

2.3 Introducing Random Variables, Expectation
and Variance

2.4 Generating Normally Distributed Samples

3 Geometric Brownian Motion and Monte Carlo
Estimate

3.1 Modeling stock prices using geometric
Brownian motion

3.2 Payoff Function, Discounted Payoff, and
Monte Carlo estimate

3.3 Analyzing variance of Monte Carlo estimates

3.4 Pricing Path-dependent options (Asian options and barrier options)

3.5 Reducing Variance by antithetic
variates