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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.
Fri 4 Apr 2014
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.
Fri 4 Apr 2014
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.
Fri 4 Apr 2014
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.
Fri 4 Apr 2014
