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Though a fairly new language, there are a number of truly outstanding, high quality books on F# currently available.

Here is a general categorization, however please note that all books contain a wealth of material for intermediate/advanced development.

Getting Started

  • Beginning F#
  • Programming F#
  • Real-World Functional Programming

Intermediate/Advanced

  • Expert F# 2.0
  • Professional F# 2.0

Specialized Topics

  • Expert F# 2.0
  • Professional F# 2.0
  • F# for Scientists
  • Visual F# 2010 for Technical Computing

 

 FsugBooks

 
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Description
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Authors
  
  
  
  
  
  
Expert F# 2.0
Written by F#'s inventor (Don Syme) and two major contributors to its development, Expert F# 2.0 is the authoritative, comprehensive, and in-depth guide to the language and its use.

This book belongs on every F# developer's bookshelf and includes numerous advanced/complex examples.

Don Syme; Adam Granicz; Antonio CisterninoApresshttp://www.apress.com/book/view/1430224312http://www.amazon.com/gp/product/14302243126/7/2010
  
Real-World Functional Programming

Tomas Petricek is a Microsoft MVP and part of the Microsoft Research team for F#. Microsoft C# MVP Jon Skeet is a veteran C# and Java developer, prolific "Stack Overflow" contributor, and author of C# in Depth.

This book explores functional programming with extensive examples in both C# and F#. It's particularly helpful for developers coming from a C# or Java background.

Tomas Petricek; Jon SkeetManninghttp://www.manning.com/petricek/http://www.amazon.com/dp/19339889246/30/2009
  
Beginning F#

​The sequel to Pickering's Foundations of F#, updated to include the latest version of F# plus numerous other additions. An excellent introduction to both F# and functional programming, it includes many advanced topics and examples as well.

Robert PickeringApresshttp://www.apress.com/book/view/1430223898http://www.amazon.com/gp/product/143022389812/21/2009
  
Programming F#

"A comprehensive guide for writing simple code to solve complex problems" by former F# team member Chris Smith.​

Chris SmithO'Reilly Mediahttp://oreilly.com/catalog/9780596153656http://www.amazon.com/dp/059615364310/13/2009
  
F# For Scientists

Highly technical book focused on scientific uses of F#. Note, the version of F# in the book is out of date, please see the next entry below, however this is still an excellent reference.​

Jon HarropFlying Frog Consultancyhttp://www.ffconsultancy.com/products/http://www.amazon.com/dp/0470242116/8/4/2008
  
Visual F# 2010 for Technical Computing

The sequel to F# for Scientists, updated with the latest version of F# as well as .NET 4. In full color!

Jon HarropFlying Frog Consultancyhttp://www.ffconsultancy.com/products/fsharp_for_technical_computing/index.htmlhttp://www.ffconsultancy.com/products/fsharp_for_technical_computing/index.html1/1/2010
  
Professional F# 2.0

Now available! This book features chapters written by New England F# User Group leads (and Microsoft MVPs) Talbott Crowell and Rick Minerich.​

Ted Neward; Aaron Erickson; Talbott Crowell; Rick MinerichWroxhttp://www.wrox.com/WileyCDA/WroxTitle/Professional-F-2-0.productCd-047052801X.htmlhttp://www.amazon.com/dp/047052801X6/30/2010