We are delighted to make available the course material and training recordings from NAG’s C++ and Python Training Courses held in New York, Chicago and London last year.
To view recordings of the training courses please click on the links below:
Parts 1 – 5 show training for ‘Quant Finance Using the NAG Library for C’
Parts 6 – 8 show training for ‘Quant Finance Using the NAG Library for Python’
Part 1 - Introduction to NAG by Bob Gregg and Brian Spector plus background on NAG and the beginning of ‘Using the NAG C Library in Quant Finance’
Part 2 - Using the NAG C Library: Documentation, starting a project, and a Black Scholes example
Part 3 - Using the NAG C Library: Implied Volatility example
Part 4 - Using the NAG C Library: Continued Implied Volatility and a Monte Carlo Option example
Part 5 - Using the NAG C Library: Generating Random Numbers and a Basket Option example
Part 6 - Using the NAG Library for Python: An American Option Pricing example
Part 7 - Using the NAG Library for Python: Continued Option Pricing example using Matplotlib and Implied Volatility example
Part 8 - Using the NAG Library for Python: Continued Implied Volatility using real data and Python’s Pandas Library
You can download the training materials here
If you would like to work your way through the training exercises, you will need the following software:
- For the NAG and C/C++ Training:
- Microsoft’s Visual Studios 2013 (VS 2013 Express is fine)
- Please note: VS 2008 and earlier will not work with the supplied Visual Studios project.
- For the NAG and Python Training:
- The NAG Library Mark 23
- The NAG + Python bindings (available in the above link)
- Licence keys available via email@example.com.
Lastly, if you have any questions at all, please do not hesitate to get in touch.