Guest Blog: ALGORITHMS, SOFTWARE ENGINEERING & HPC by NAG

World Tier 1 Banks and Major Hedge Funds use NAG for a reason. NAG software is trusted, reliable and fast. Embedding NAG software within financial applications, provides analysts and software engineers more time to focus on other work areas, ultimately improving productivity and time management.

Read about our latest innovations for financial engineering here.

NAG helps improve efficiency through its flagship software, the NAG Library, and expert numerical engineering and HPC services.

NAG’s most popular technical reports can be viewed and downloaded:

  • Extending Error Function and related functions to Complex Arguments
  • A Finite Volume – Alternating Direction Implicit Approach for the Calibration of Stochastic Local Volatility Models
  • Index-tracking Portfolio Optimization Model
  • Portfolio Credit Risk: Introduction
  • Pricing Bermudan Swaptions on the LIBOR Market Model using the Stochastic Grid Bundling Method
  • Portfolio Optimization using the NAG Library
  • Adjoint Algorithmic Differentiation Tool Support for Typical Numerical Patterns in Computational Finance
  • Adjoint Algorithmic Differentiation of a GPU Accelerated Application
  • Changepoint Analysis using MongoDB and NAG4PY
  • NAG Linear Regression on Apache Spark

 

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