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Introduction to QuantLib Development with Luigi Ballabio - London, September 19-21st, 2016 - http://bit.ly/QuantLib-2016

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Short Description: The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services

Address: Wilkinson House, Jordan Hill Road, OX2 8DR

City: Oxford

Country: UK

Telephone: +44 (0)1865 511245

Website: http://www.nag.co.uk/

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Joined: June 8th, 2011

Activity

Numerical Algorithms Group wrote a new blog post titled Who are the Customers of NAG's Impartial Expert HPC Consulting?

One of the questions I get asked most often while out and about in the HPC community at conferences, or visiting (prospective) customers is: "Who are your HPC consulting customers?". The simple answer to that is most prefer to remain confidential, because they see a competitive advantage from using our HPC advice or services. There are a few we are very proud to be able to name. For example NAG has worked with EPSRC to provide the Computational Science and Engineering Support Service as part of the HECToR national supercomputing service, and to provide independent expert advice on...
(11 days ago)

Numerical Algorithms Group wrote a new blog post titled Portfolio Credit Risk: New Technical Report

In the latest NAG technical report we examine the main theoretical aspects in some models used in Portfolio credit risk. We introduce the well-known Vasicek model, the large homogeneous portfolios or Vasicek distribution and their corresponding generalizations. An illustrative example considering factors following a logistic distribution is presented. Numerical experiments for several homogeneous portfolios are performed in order to compare these methods. Finally, we use the NAG Toolbox for MATLABĀ® for implementing prototypes of these models quickly. We described the most widely used...
(17 days ago)

Numerical Algorithms Group wrote a new blog post titled Multidimensional Improvements to the NAG Riemann Solvers

The NAG Library contains routines for solving the partial differential equations specific to compressible, ideal fluid flow. These equations are generally written in conservation law form where the conserved quantities are mass density, momentum and total energy of the fluid.  This set of equations can be solved using a finite volume technique that considers each conserved variable as a volume average over a finite volume (typically a small cube) and sums the fluxes (flow rates per unit area) computed at the faces surrounding the volume to get the total rate of change of a particular...
(38 days ago)

About:

The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services. For four decades NAG experts have worked closely with world-leading researchers in academia and industry to create powerful, accurate and flexible software which today is relied upon by tens of thousands of users, companies, and learning institutions as well as numerous independent software vendors.

From multicore workstations to the latest supercomputers, NAG's robust software development products, parallel software engineering services, independent technology consulting and HPC training can support your modelling and computing needs.

News

News: NAG announces support for IBM BlueGene/Q supercomputers

1292 days ago - Numerical Algorithms Group

News: Fortran standards editor wins important IEC award

1592 days ago - Numerical Algorithms Group

Products

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The NAG Fortran Library

Numerical Algorithms Group

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The NAG C Library

Numerical Algorithms Group