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.
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.
An unrivalled collection of reliable, portable and rigorous mathematical and statistical algorithms used in thousands of applications world-wide.
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.
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.
NAG's products for finance are available to try, including AD software (dco/c++) and the NAG® Library Optimization Modelling Suite solvers.
Contact us to arrange a trial or a NAG consulting services demo.