NAG for Finance

Cutting-Edge Numerical Solutions

For the Finance Industry

NAG provides industry-leading numerical software and technical services used to develop powerful quantitative finance applications. NAG is trusted by global investment banks, major hedge funds, and asset managers to deliver software accuracy, performance, and robustness, alongside unrivaled technical consulting services and support in the areas of:

Portfolio Optimization
Automatic Differentiation (instant calculation of accurate sensitivities)
Model Calibration & Data Fitting
Quantitative Analysis
Risk Management

Products & Services | Where We Add Value

Mathematical Optimization Software

NAG delivers world-class mathematical optimization solvers that are extensively tested, documented and supported via the Mathematical Optimization Modelling Suite - providing quick and accurate solutions to optimization problems.

NAG® Automatic Differentiation - dco/c++

Trading Desks can hedge auspiciously and gain a competitive edge in the market as our mathematical algorithm technology, dco/c++, gives them rich, cheap and accurate intra-day risk.

The NAG® Library (Algorithms)

An unrivalled collection of reliable, portable and rigorous mathematical and statistical algorithms used in thousands of applications world-wide.

Origami

Origami - a Grid/Cloud Task Execution Framework - delivers optimal task scheduling across HPC infrastructure connecting workstations, datacentre and the cloud

Investment Company Calibrate Nonlinear Least Squares Problem with NAG® Library Optimization Solvers

Global Investment Company Exane use NAG® Library optimization solvers to calibrate parametric arbitrage-free volatility surfaces. After a testing phase including benchmarking NAG solvers against other numerical libraries, and open-source alternatives, the NAG® Library was selected for its performance, efficiency, and reliability.

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Global asset management company enhances portfolio construction tool with NAG routines

Applications experts from Schroders, a global asset management company, have developed an in-house portfolio construction tool. The system SMART (Schroders Multi-Asset Risk Technology), is a highly flexible, open architecture toolset application that produces optimal portfolios relative to a variety of client-specified investment benchmarks as well as reporting on portfolio risk.

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Product Trials and Services Demo

NAG's products for finance are available to try, including AD software (dco/c++) and the NAG® Library Optimization Modelling Suite solvers.

Technical Blogs