F# codes I have written while learning F#

• Numerical financial recipes(download). F# implementations of all C++ routines in "Financial Numerical Recipes in C++". The codes include
  • Basic bond calculations: price, yield, duration, convexity
  • Term structure of interest rates (flat, interpolated)
  • Binomial option pricing
  • Basic option pricing, Black Scholes formula and its derivatives
  • Warrants
  • Black Scholes formula extended such that dividend paying stocks
  • Finite Difference
  • Option pricing by simulation
  • Exotic options
  • Merton's jump diffusion model
  • Mean Variance Analysis
  • Pricing of bond options
  • Term structure models: Nelson Siegel, Cubic spline, Cox Ingersoll Ross, Vasicek
• MIT's sample programming assignments for SICP (here).
  • Baring Bank: Simulate arbitrage strategies that Nick Lesson used and destroyed Baring Bank. (BaringBank.fs, Gauss.fs)
  • RSA encryption and decryption: Encrypt and decrypt message with RSA. Digital signature verification.(RSA.fsx)
  • Prisioner Dilemma: Simulate the classic prisoner dilemma with multiple strategies. (PrisonerDilemma.fsx, PrisonerDilemma3Players.fsx)
  • Continued Fraction: Using higher-order function to implement operations on continued fractions. (ContinuedFraction.fsx)
  • Graphing with higher-order procedures: A functional language of curves and transformations on curves, including a recursive transformation that draws fractal curves. (Graph.fsx)
• Numerical differentiation and integration, Newton's square root approximation (from "Why functional programming matters") (why_func_prog_codes.fsx)
• Programming Paraxis weekly problem
  • Longest duplicated substring (link)
  • String subsets (link)
  • Divisors and Totatives (link)
  • Ullman's puzzle (link)
  • Topological sort (link)
  • Rowlands prime (link)
  • Subset sums (link)
  • Benford'slaw (link)
  • Fibonacci primes (link)
  • Longest palindrome in a string (link)
  • Kaprekar numbers (link)
  • Alien numbers (link)
  • Oban numbers (link)
  • Zeller's congruence (link)
• Rosetta Code problems. "Rosetta Code is a programming chrestomathy site. The idea is to present solutions to the same task in as many different languages as possible, to demonstrate how languages are similar and different, and to aid a person with a grounding in one approach to a problem in learning another. Rosetta Code currently has 449 tasks, and is aware of 351 languages, though we do not (and cannot) have solutions to every task in every language."(http://rosettacode.org/)(rs.zip)