NEWS

Oxford Financial Research Centre counts on numerical libraries and toolboxes

The Oxford Financial Research Centre has signed up the Numerical Algorithms Group (NAG) to give its staff have access to NAG’s numerical libraries and toolboxes, including the NAG Toolbox for Matlab – a toolbox that provides Matlab users with the full functionality of the NAG library, together with integrated documentation.

The OFRC brings together finance researchers throughout the University of Oxford, including members from the departments of Economics, Mathematics, Law, Physics, Computing and the Saïd Business School. The NAG software will be also be used in Oxford’s MSc courses in Mathematical Finance, Mathematical and Computational Finance and Financial Economics.

Professor Mike Giles, Mathematical Institute, University of Oxford, said: ‘NAG's high quality mathematical software libraries are a great help in rapidly developing financial applications. The new NAG Toolbox for MATLAB complements the libraries because MATLAB is used increasingly to prototype software before moving to C++ for production code.  We're very keen to put both products in the hands of our students, as well as using them for our research.’

Twitter icon
Google icon
Del.icio.us icon
Digg icon
LinkedIn icon
Reddit icon
e-mail icon
Feature

For functionality and security for externalised research, software providers have turned to the cloud, writes Sophia Ktori

Feature

Robert Roe looks at the latest simulation techniques used in the design of industrial and commercial vehicles

Feature

Robert Roe investigates the growth in cloud technology which is being driven by scientific, engineering and HPC workflows through application specific hardware

Feature

Robert Roe learns that the NASA advanced supercomputing division (NAS) is optimising energy efficiency and water usage to maximise the facility’s potential to deliver computing services to its user community

Feature

Robert Roe investigates the use of technologies in HPC that could help shape the design of future supercomputers