NAG Financial Mathematics Day Manchester Business School
Friday 6th November 2009
Regretfully, due to a huge response in registrations for this event, we are unable accept any more bookings. However, if you would like to be placed on our Reserve List, and would like to be kept informed of future NAG Events, please complete the registration form with your full details.
This event is primarily aimed at both Practitioners, as well as Academics involved in teaching and research related to financial mathematics. The day is split with a mix of lectures and "hands on" use of NAG software.
Timetable
|
Start |
End |
Subject |
Location |
Speaker |
Time |
| 08:30 | 09:00 | Registration | CHLT2 | 0:30 | |
| 09:00 | 09:30 | NAG for Numerical Finance - an introduction | CHLT2 | John Holden | 0:30 |
| 09:30 | 10:00 | NAG and Python plus NAG software at the University of Manchester | CHLT2 | Mike Croucher | 0:30 |
| 10:00 | 10:30 | NAG and the North West Grid | CHLT2 | Simon Hood | 0:30 |
| 10:30 | 11:15 | NAG Toolbox for MATLAB | CHLT2 | Craig Lucas | 0:45 |
| 11:15 | 12:00 | Using Excel, Visual Basic and NAG's Numerical Libraries | CHLT2 | Marcin Krzysztofik | 0:45 |
| 12:00 | 12:15 | break and move to lab | 0:15 | ||
| 12:15 | 14:15 | Hands On Session: NAG Toolbox For MATLAB and NAG Libraries |
PC Lap | David Sayers & Craig Lucas |
2:00 |
| 14:15 | 14:30 | break and move to lecture theatre | 0:15 | ||
| 14:30 | 15:15 | Computing a Nearest Correlation Matrix With Factor Structure | CHLT2 | Nicholas J Higham | 0:45 |
| 15:15 | 15:30 | NAG Library for .NET | CHLT2 | David Sayers | 0:15 |
| 15:30 | 15:45 | break | CHLT2 | 0:15 | |
| 15:45 | 16:30 | Monte Carlo Simulation in Derivative Pricing Models | CHLT2 | Kai Zhang | 0:45 |
| 16:30 | 17:15 | Banking on Monte Carlo with GPU's | CHLT2 | Robert Tong | 0:45 |
Locations:
|
CHLT2 |
Crawford House Lecture Theatre 2 |
|
PC Lab |
Crawford House 1.13 (PC Lab) |
For directions on locations, visit http://www.manchester.ac.uk/visitors/travel/maps/az/.
For travel information and maps, visit http://www.manchester.ac.uk/visitors/travel/maps/.
Accommodation:
http://www.mbs.ac.uk/aboutus/conference-hotel/hotel-services.aspx.
Please note: This event is free of charge, however, places are strictly limited. In order to guarantee your place, please register your attendance in advance by completing the Registration Form below.
This event is run in conjunction with the Marie Curie Research Training Network to which NAG is a network partner. Please see http://www.fp7.portals.mbs.ac.uk/conference.aspx for details of other events taking place during the conference week
.Those wishing to bring their own laptop and use if for the practical session (rather than use classroom machines) will need to install software prior to arrival.
For those wishing to use NAG and Excel.
Please install latest Fortran and C DLLs
NAG Fortran Library DLL - Mark 22 and NAG C DLL - Mark 8.
For those wishing to use NAG Toolbox for MATLAB.
Please install latest NAG Toolbox for MATLAB
NAG Toolbox for MATLAB for 32 bit Windows - Mark 22.