NAG provides expert AD services and software to differentiate computer code. NAG has a wealth of information on the subject of AD; learn more about this novel mathematical approach.
An unrivalled collection of reliable, portable and rigorous mathematical and statistical algorithms used in thousands of applications world-wide.
The NAG Library is used by 7 of the top 10 Tier 1 Banks in London. These banks choose NAG as a core component of their quant analytics libraries in order to reduce risks, reduce costs, improve performance, support disparate hardware systems and standardise functionality. Not only does NAG have many routines covering a vast array of mathematics, statistics and operations research, but NAG's Technical Support Service is consistently rated outstanding by our customers: a senior quant recently said
"If I had the same level of support from my colleagues as I had from NAG, my job would be much easier!".
Global Investment Company Exane turned to the Numerical Algorithms Group (NAG) to provide expert optimization solvers to calibrate parametric arbitrage-free volatility surfaces. Exane specialize in three finance areas: Cash Equities, Derivatives and Asset Management, and it was within the Equity Derivatives function that Exane benefitted from using NAG’s superior optimization solvers.
Discover more about what we do for the finance industry through our papers, presentations, posters and blogs.