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Calibrate models faster and improve performance 20%+ with Derivative Free Optimization (DFO)


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Find out more about site and departmental licences for NAG Software available through the NAG Chest Agreement.

Join NAG colleagues Jan Fiala and Benjamin Marteau as they present Derivative-free Optimization (DFO), a novel technique to tackle optimization without derivatives, demonstrated on the stochastic volatility Heston with term structure model.

Register to learn how to:
• Lower costs
• Significantly improve performance
• Avoid computational bottlenecks

This webinar is aimed at practitioners who need to calibrate complex models. The benefits are demonstrated on a finance problem, but the presented techniques are applicable across many fields.

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