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

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.