Numerical solutions for finance industry practitioners

Used by leading financial institutions - software and services for critical advantage - Portfolio Optimization, Calibration, Fitting, Quantitative Analysis, Risk Management, Trend Forecasting, Portfolio Enhancement, Index Tracking, Derivative Pricing
Customers and Collaborators

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 over 1800 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!".