Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections (programming techniques and automated trading system [ATS] technology) and teach financial system design and development from the absolute ground up using Microsoft Visual C++.NET 2005.

C# in Depth is a completely new book designed to propel existing C# developers to a higher level of programming skill. One simple principle drives this book: explore a few things deeply rather than offer a shallow view of the whole C# landscape. If you often find yourself wanting just a little more at the end of a typical chapter, this is the book for you.

The C# programming language is a powerful, relatively new descendant of the earlier C, C++, and Java languages. Programming with it is a lot of fun, as you’re about to find out in this book. Microsoft created C# as a major part of its .NET initiative. For what are probably political reasons, Microsoft turned the specifications for the C# language over to the ECMA (pronounced ek-ma) international standards committee in the summer of 2000, long before .NET was a reality. In theory, any company can come up with its own version of C# written to run on any operating system, on any machine larger than a calculator.