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Financial Option Prices in Excel

In this article, both Marcin and Jeremy discuss the use of algorithms from the NAG Library to calculate prices for financial options.

NAG
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Exact First- and Second-Order Greeks by Algorithmic Differentiation

In this article, The Numerical Algorithms Group (NAG) work very closely with Uwe Naumann to help users take advantage of Algorithmic Differentiation methods.

NAG
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Democratization of Hedge Funds and Alternatives

In this article, Kristoffer Houlihan offers some advice for private clients and family offices entering the hedge fund investment space, and some practical considerations when evaluating an emerging manager.

Kristoffer Houlihan
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VaR as a Percentile

In this white paper Dr. Richard Diamond expands on the concept of Value at Risk (VAR) from a formula based on the critical value, to its true definition of being a property of the joint probability distribution of risk factors.

Richard Diamond

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