Wilmott Nyc Jul2012 Nag Talk John HoldenJohn Holden
“Latest releases and news from NAG”
Key new mathematical functionality and technology developments will be shared. Highlights include the launch of the latest release of the NAG C Library and NAG Toolbox for MATLAB®”
Senior quant from Tier 1 Investment Bank commenting on Mark 23 releases of the NAG Toolbox for MATLAB and NAG C Library :
“We deploy production code in C++ embedding NAG C Library functions wherever we can, but often proto-type new models in MATLAB before writing our C++ code, having the same NAG algorithms in MATLAB via the NAG Toolbox for MATLAB is a real win for us. Thank you, thank you.
“Obvious finance highlights from my point of view: i) matrix functions (especially exponential) ii) additional nearest correlation matrix functions iii) skip ahead for Mersenne Twister as well as new local and global optimisation functions”
Wilmott Nyc Jul2012 Nag Talk John HoldenJohn Holden
“Latest releases and news from NAG”
Key new mathematical functionality and technology developments will be shared. Highlights include the launch of the latest release of the NAG C Library and NAG Toolbox for MATLAB®”
Senior quant from Tier 1 Investment Bank commenting on Mark 23 releases of the NAG Toolbox for MATLAB and NAG C Library :
“We deploy production code in C++ embedding NAG C Library functions wherever we can, but often proto-type new models in MATLAB before writing our C++ code, having the same NAG algorithms in MATLAB via the NAG Toolbox for MATLAB is a real win for us. Thank you, thank you.
“Obvious finance highlights from my point of view: i) matrix functions (especially exponential) ii) additional nearest correlation matrix functions iii) skip ahead for Mersenne Twister as well as new local and global optimisation functions”