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.
|Brian Spector presenting "Implied Volatility using Python's Pandas Library at the recent London Thalesians Seminar|
You can learn more about the subject of Brian’s talk in one of his NAG and Python blogs below:
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.