Home Contact NAG Blog NAGnews Help Me Site Map Purchasing Email: Products Services Support Collaboration Industry Focus About NAG Student Awards To help maintain the flow of new students, in numerical fields, who are the potential innovators of tomorrow; NAG is actively extending its range of student awards. NAG ‘direct award’ prize for best financial math project using NAG If you're a student (BSc, MSc, PhD etc) studying mathematical finance or similar you can enter the NAG 'direct award' prize by sending through a summary of your research. Your work should include code that uses NAG software. Submit your work or contact us for more information by email. The prize includes a monetary contribution to travel and accommodation and we will also consider contributing to other mathematical finance conferences not listed above. Please submit to rachel.foot@nag.co.uk. Whilst we are not prescriptive of the exact format of the submission the entrant should bear in mind that their article should be suitable for publication on the NAG website and in NAGNews. Students may submit supporting material like their PhD or MSc thesis or published paper to help the competition judges. We recommend any submission includes the following: A statement of the problem with some background putting it into context Description of the computational aspects How NAG software helped with these computational aspects Results of the work Possible further work Copies of code References NAG Student ‘Direct Award’ Prize Spring 2013 We are delighted to announce the winner of the first NAG Student Prize ‘Direct Award’ of 2013, Isabel Ehrlich for her thesis ‘Pricing Basket Options with Smile’. Isabel is studying Mathematics and Finance at Imperial College London in the Department of Mathematics. Isabel’s prize was a pass to the Global Derivatives conference and travel costs. Previous Winners of the NAG ‘direct award’ Stan Stilger, Manchester Business School, was awarded the prize for his paper 'The Use of Importance Sampling to Speed Up Stochastic Volatility Simulations'. Eduard Dubin, Scientific Assistant at Goethe University, Frankfurt was awarded his prize for his paper ‘Habit formation heterogeneity: Implications for aggregate asset pricing’. Niloofar Safiran of RWTH Aachen University, Germany. Please see her winning paper "Toward Adjoint Based Optimization in Computational Finance" here. Nicoletta Gabrielli, University of Rome, Masters Student. To learn more about Nicoletta's work visit http://www.nag.co.uk/about/student_awards/work.asp. NAG Awards in collaboration with academic institutions The NAG Prize at the University of Manchester is awarded annually to recognize the achievements of students on mathematical and computing related MSc courses. Photos of previous winners can be found here. The Wilkinson Prize for Numerical Software In honour of the outstanding contributions of James Hardy Wilkinson to the field of numerical software, Argonne National Laboratory, the National Physical Laboratory, and the Numerical Algorithms Group award a numerical software prize every 4 years. More awards… As part of the 40th anniversary NAG are extending the awards that it funds to more institutions across the globe. If your department or institution would like to benefit from a NAG 40th anniversary award please contact us at nagmarketing@nag.co.uk and we can provide you with details. [+] Website Feedback Collaboration Partnerships & ISVs Consulting Partners Academic Collaboration Student Awards NAG Tweets Products All Numerical Libraries Compilers Downloads Quality Fact Sheets Services HPC & Numerical Services Services Examples Software Porting Algorithm Development Application Performance Numerical Software Quality HPC Evaluation HPC Procurement CSE for In-house HPC Algorithmic Differentiation Data Mining Training Support Technical Support Overview Product Maintenance Product Licensing Kusari Licence Management Documentation Installer's & Users' Notes Known Issues Technical Reports Webinars Collaboration Partnerships & ISVs Consulting Partners Academic Collaboration Student Awards Industry Focus NAG in Finance NAG in Education Sciences Engineering NAG & Actuarial Science Business Intelligence Research & Development Case Studies Industry Articles About NAG How we started People NAG Press Room NAG Offices Industry Events NAG Blog NAGNews Careers Distributors © The Numerical Algorithms Group 2014 Privacy Policy and Cookies : Trademarks We use cookies on this site to enhance your user experience By clicking any link on this page you are giving your consent for us to set cookies. Yes, I agree No, I want to find out more