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 firstname.lastname@example.org.
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
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.
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.
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 email@example.com and we can provide you with details.