About the Author

ROBERT PICKERING was born in Sheffield, in the north of England, but a fascination with computers and the "madchester" indie music scene led him to cross the Pennines and study computer science at the University of Manchester.

After finishing his degree, he moved to London to catch the tail end of the dot-com boom working at marchFirst; then he moved to Avanade to do some more serious work. At Avanade, he specialized in creating enterprise applications using the .NET Framework, and he got the chance to work on projects in Denmark, Holland, and Belgium; he finally settled in Paris, France, where he lives now with his wife and their two cats. He has been writing about F# almost since it began, and the F# wiki on his http://www.strangelights.com web site is among the most popular F# web sites.

He currently works for LexiFi, which is an innovative ISV that specializes in software for analyzing and processing complex financial derivatives—products such as swaps and options. LexiFi has pioneered the use of functional programming in finance in order to develop a rigorous formalism for representing financial instruments.