Showing posts from January, 2014

Out and about this week – The London Thalesians Seminar

NAG’s Brian Spector gave a great talk to a packed audience of finance professionals in London this week. The Thalesians describe themselves as a “think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science”. Brian was delighted to present "Implied Volatility using Python's Pandas Library" at their recent London Seminar on Wednesday 15 January 2014. 

You can learn more about the subject of Brian’s talk in one of his NAG and Python blogs below: Implied Volatility using Python’s Pandas LibraryA nag4py UpdateA quick but dirty way to use the NAG C Library Mark 23 from Python
Additional NAG and Python information features on our website including how you can download the NAG Python Bindings that will enable use of the NAG C Library from Python. You can follow The Thalesians on Twitter @thalesians and NAG @NAGTalk.