Skip to main content
Main navigation
Home
Services
Automatic Differentiation Solutions
Automatic Differentiation Solutions
Automatic Differentiation Services
Automatic Differentiation Software
Automatic Differentiation Research
Mathematical Optimization Consultancy
Cloud HPC Migration Service
Software Optimization and Code Modernization
Algorithm Design & Development
Software Porting & Tuning
Training Courses
Case Studies
Software
Automatic Differentiation Software
Mathematical Optimization Software
NAG Library
NAG Library
NAG Library - Latest Content
Getting Started with the NAG LIbrary
NAG Library for C
NAG Library for C++
NAG Library for Fortran
NAG Library for Java
NAG Library for Python
NAG Library for .NET
NAG Library for SMP & Multicore
NAG Library for Xeon Phi™
NAG Toolbox for MATLAB®
NAG and Microsoft Office
NAG Fortran Compiler
NAG Fortran Compiler
NAG Fortran Builder
Download Software
All Downloads
NAG Library Versions
Library for .NET
Library for Python versions
Library for Java versions
Fortran Library for SMP & Multicore Versions
C Library for SMP & Multicore Versions
Library for the Xeon Phi
Toolbox for MATLAB® Versions
Fortran Compiler Versions
dco/c++ Versions
Terms & Conditions
Documentation
Origami - Task Execution Framework
Accuracy & Quality Assurance
Languages and Environments
Numerical Routines for GPUs
NAG MPI Parallel Library
HPC & Cloud
HPC and Cloud Consulting and Services
Cloud HPC Migration Service
TCO Calculator
Software Optimization and Code Modernization
GPU and Accelerator Code Tuning
Origami - Task Execution Framework
Technology Benchmarking
HPC Training Courses
POP EU Project
Support
Technical Support
Technical Support Overview
Contact our Support Team
Software Licensing
Installer's & Users' Notes
Known Issues
Resources
Case Studies
Documentation
Industry Articles
Technical Poster Repository
Technical Report Repository
Webinars & Presentations
Licence Management
Kusari FAQ
Kusari Licence Management
Software Downloads
Code Contribution
About
About NAG
Blog
People
Careers
Careers at NAG
Diversity
Employee Benefits (UK)
Employee Benefits (US)
NAGnews
Press Releases
Events
Resources
Case Studies
Documentation
Industry Articles
Technical Poster Repository
Technical Report Repository
Webinars & Presentations
Collaboration
Partners
Membership
Environmental Policy
Life Service Recognition Award
Worldwide Distributor Network
Worldwide Contact Information
Search
Submit
Toggle navigation
Main navigation
Home
Services
Automatic Differentiation Solutions
Automatic Differentiation Solutions
Automatic Differentiation Services
Automatic Differentiation Software
Automatic Differentiation Research
Mathematical Optimization Consultancy
Cloud HPC Migration Service
Software Optimization and Code Modernization
Algorithm Design & Development
Software Porting & Tuning
Training Courses
Case Studies
Software
Automatic Differentiation Software
Mathematical Optimization Software
NAG Library
NAG Library
NAG Library - Latest Content
Getting Started with the NAG LIbrary
NAG Library for C
NAG Library for C++
NAG Library for Fortran
NAG Library for Java
NAG Library for Python
NAG Library for .NET
NAG Library for SMP & Multicore
NAG Library for Xeon Phi™
NAG Toolbox for MATLAB®
NAG and Microsoft Office
NAG Fortran Compiler
NAG Fortran Compiler
NAG Fortran Builder
Download Software
All Downloads
NAG Library Versions
Library for .NET
Library for Python versions
Library for Java versions
Fortran Library for SMP & Multicore Versions
C Library for SMP & Multicore Versions
Library for the Xeon Phi
Toolbox for MATLAB® Versions
Fortran Compiler Versions
dco/c++ Versions
Terms & Conditions
Documentation
Origami - Task Execution Framework
Accuracy & Quality Assurance
Languages and Environments
Numerical Routines for GPUs
NAG MPI Parallel Library
HPC & Cloud
HPC and Cloud Consulting and Services
Cloud HPC Migration Service
TCO Calculator
Software Optimization and Code Modernization
GPU and Accelerator Code Tuning
Origami - Task Execution Framework
Technology Benchmarking
HPC Training Courses
POP EU Project
Support
Technical Support
Technical Support Overview
Contact our Support Team
Software Licensing
Installer's & Users' Notes
Known Issues
Resources
Case Studies
Documentation
Industry Articles
Technical Poster Repository
Technical Report Repository
Webinars & Presentations
Licence Management
Kusari FAQ
Kusari Licence Management
Software Downloads
Code Contribution
About
About NAG
Blog
People
Careers
Careers at NAG
Diversity
Employee Benefits (UK)
Employee Benefits (US)
NAGnews
Press Releases
Events
Resources
Case Studies
Documentation
Industry Articles
Technical Poster Repository
Technical Report Repository
Webinars & Presentations
Collaboration
Partners
Membership
Environmental Policy
Life Service Recognition Award
Worldwide Distributor Network
Worldwide Contact Information
The NAG Blog
dco/c++ delivers significant performance gains in Financial Risk Management
Published
31/05/2023
by Lenny Pitt
Blog Tag (All)
Algorithmic Differentiation
Cloud
Finance industry
Algorithms
Optimization
Careers
Compiler
Diversity
Documentation
HPC
Machine Learning
NAG Library
Quant
Reproducibility
Author (All)
Fouzhan Hosseini
Wadud Miah
Adrian Tate
Andrew Jones
Andrew Sajo
Benjamin Marteau
Benjamin Mogg
Branden Moore
Brian Spector
Caleb Hamilton
Callum Fairbairn
Charlotte Silvester
Christian Bischof
Craig Lucas
David Carlisle
David Cassell
David Sayers
Dominik Ulmer
Edvin Hopkins
Gihan Mudalige
Guillermo Navas
Hiro Chiba
Ian Wilson
Jack Dongarra
Jacques Du Toit
Jan Fiala
Jem Davies
Jeremy First
Jeremy Walton
Johannes Lotz
John Elmer
John Higgs
John Holden
John Muddle
Karen Robb
Katie O'Hare
Lawrence Mulholland
Lenny Pitt
Malcolm Cohen
Marcin Krzysztofik
Markus Towara
Martyn Byng
Mat Cross
Mick Pont
Mike Croucher
Mike Dewar
Mike Giles
NAG
Nathaniel Fenton
Nicholas John Higham FRS
Patrick Wohlschlegel
Phil Tooley
Philip Maybank
Rachel Foot
Rebecca Killick
Rob Meyer
Sarah Turner
Shah Datardina
Shuanghua Bai
Stef Maree
Stephen M. Watt
Susan Shayler
Uwe Naumann
Viktor Mosenkis
Zohair Maany
Search
dco/c++ delivers significant performance gains in Financial Risk Management
Published
31/05/2023
by Lenny Pitt
New NAG HPC Student Award Announced at ISC23!
Published
22/05/2023
by NAG
Let’s Talk Performance: Automatic Differentiation by Dynamic Code Generation Meets CFD
Published
05/04/2023
by Johannes Lotz
Pioneering Automatic Differentiation: Code Generation
Published
27/01/2023
by Johannes Lotz
Modelling Dose-Response Relationships Using Data Fitting
Published
25/01/2023
by Charlotte Silvester
Increasing Speed and Accuracy in Dynamic Lap Time Simulation with Automatic Differentiation
Published
28/09/2022
by Markus Towara
Pagination
Current page
1
Page
2
Page
3
Page
4
…
Next page
Next ›
Last page
Last »
We noticed you are visiting from Japan
Visit our Japanese site
No thank you