Industry Articles - Finance

Using the NAG Toolbox for MATLAB, Part 5 - Jeremy Walton and Marcin Krzysztofik, Numerical Algorithms Group.

Using the NAG Library to calculate financial option prices in Excel - Marcin Krzysztofik and Jeremy Walton, Numerical Algorithms Group.

Optimizing Omega Article by S J Cane & M C Bartholomew-Biggs, University of Hertfordshire, and M Cross & M Dewar, Numerical Algorithms Group.

Wavelet Analysis for Financial Market Data Article by Robert Tong, Technical Consultant at NAG.

Is Your Software Trustworthy? Article by Rob Meyer, published in Financial Engineering News, May/June 2006.

OCCF - Understanding What Makes a Financial Market "Tick" - Neil Johnson, Oxford Centre of Computational Finance and Rob Meyer, Numerical Algorithms Group.

Taking a Good Look at .NET for Finance - Rob Meyer and David Sayers, Numerical Algorithms Group, published in the July/August 2004 issue of Financial Engineering News.

Get The Picture: Visualizing Financial Data - part 3 - Jeremy Walton Ph.D., Numerical Algorithms Group, published in the September/October 2004 issue of Financial Engineering News.

Get The Picture: Visualizing Financial Data - part 2 - Jeremy Walton Ph.D., Numerical Algorithms Group, published in the May/June 2004 issue of Financial Engineering News.

Get The Picture: Visualizing Financial Data - part 1 - Jeremy Walton Ph.D., Numerical Algorithms Group, published in the March/April 2004 issue of Financial Engineering News.

Multi-asset derivative pricing using quasi-random numbers and Monte Carlo simulation - George Levy, Numerical Algorithms Group, published in Financial Engineering News, September 2002.

Cleaning financial data - Geoff Morgan, Numerical Algorithms Group, published in Financial Engineering News, June/July 2002.

Training artificial markets to give answers - Neil Johnson, Oxford Centre of Computational Finance and Rob Meyer, Numerical Algorithms Group, published in Financial Engineering News, April 2002.

Examples of the use of data mining in financial applications - Stephen Langdell, Numerical Algorithms Group, published in Financial Engineering News, April 2002.

Is Black-Scholes irrelevant - Neil Johnson, Oxford Centre of Computational Finance and Rob Meyer,Numerical Algorithms Group, published in Derivatives Report, February 2002.

An introduction to quasi-random numbers - George Levy, Numerical Algorithms Group, published in Financial Engineering News, February 2002.

Where numerics matter: How computer arithmetic can lead you astray - David Sayers and John Morrisey, Numerical Algorithms Group, published in Financial Engineering News, December 2001.

Live laboratory will analyse real-time market data - Vanessa Spedding for Quantitative Finance, November 2001.

Derivative Pricing - Validation of Results - Gareth Shaw, Numerical Algorithms Group, published in Financial Engineering News, August 2001.

Datablade slices analysis time - published in Quantitative Finance, May 2001.

Derivative pricing within Microsoft Excel - George Levy, Numerical Algorithms Group, published in Financial Engineering News, February 2001.