NAG Financial Mathematics Day
Manchester Business School

University of Manchester
Wednesday 2nd February 2011

The speakers slides are now available to view. Please click on the following links to access them.

• NAG for Numerical Finance - an introduction - John Holden
  
  
• NAG Software at the University of Manchester including user stories (speeding up code with NAG) - Mike Croucher
  
  
• Using the NAG C Library with C++ - getting started - Marcin Krzysztofik
  
  
• Using Excel, Visual Basic and NAG's Numerical Libraries - getting started - Marcin Krzysztofik
• Webex link
  
  
• NAG Library for .NET - an Introduction - Marcin Krzysztofik
• Webex link
  
  
• NAG Toolbox for MATLAB - getting started - Craig Lucas
• Webex link
  
  
• Banking on Monte Carlo with GPU's and Option Pricing with PDE GPU - Robert Tong
• Webex link
  
  
• Optimization methods in finance: some practical issues - Prof Rose Baker
  
  
• NAG Multicore demystified: an introduction to Multicore programming and the NAG Library for SMP & Multicore - Craig Lucas
  
  

  NAG Toolbox for MATLAB - Tutorial Exercises

  These exercises are designed to be followed by students at NAG Toolbox for MATLAB Training Days. They guide the user in solving simple problems in numerical methods using routines from the NAG Toolbox.

  • NAG Toolbox for MATLAB Optimisation Question
    • Unconstrained Solution (m-file, requires: func_e04ab.m, func_e04ab_neg.m
    • Constrained Solution (m-file, requires: func_e04ab.m, func_e04ab_neg.m
    • Solutions (pdf)
    
    
    
  • NAG Toolbox for MATLAB Curve Fitting Question
    • Solution (m-file)
    • Solution (pdf)
    
    
    
  • NAG Toolbox for MATLAB Option Pricing Question
    • Solution (m-file)
    • Solution (pdf)
    
    
    
  • NAG Toolbox for MATLAB Statistics Question
    • Solution (m-file)
    • Solution (pdf)
    
    
    
  • NAG Toolbox for MATLAB Correlation Question
    • Question requires rawdata.dat
    • Solution (m-file, requires:getcorrelation.m, getnearest.m)
    • Solution (pdf)
    
    
    
  • NAG Toolbox for MATLAB Short Questions
    • Solution (m-file, requires:d01ah_f.m)
    • Solution (pdf)

  NAG C Library - Tutorial Exercises

  • C/C++ & NAG C Library Exercises

  If you are interested in the solutions to these problems please contact NAG and they will be sent to you.

  NAG in Excel - C Library Exercies - Tutorial Exercises

  • EXCEL & NAG C Library Exercises

If you are interested in the solutions to these problems please contact NAG and they will be sent to you.