Multi-asset derivative pricing using quasi-random numbers (2008)
Monte Carlo Simulation, George Levy, Numerical Algorithms Group
In a previous Financial Engineering News article [1] the author gave introductory details concerning the use of quasi-random numbers for Monte Carlo simulation. The benefits to be gained by using...
Level 2 and 3 BLAS in the NAG C Library (2007)
Shah Datardina, Jeremy Du Croz, George Levy
This report describes a set of matrix--vector routines (Level-2 BLAS) and matrix--matrix routines (Level-3 BLAS) written in C. These routines have been included in Mark 3 of the NAG C Library and are...
NAG Financial Routines in C (2007)
This report describes a set of financial routines and example programs in C that have been developed at NAG. A complete list of the available functions and their prototypes is given in the Appendix....
Using 32-bit NAG C DLL functions from... (1998)
Calling NAG library routines from Visual Basic (or Excel) can provide a convenient way to quickly develop graphical user interfaces and packages that use mathematical routines. The aim of this report...
Programming for the web (1998)
George Levy explains how Web sites can be brought to life by Java
Calling 32-bit NAG C DLL functions from Visual Basic (1996)
Calling NAG routines from Visual Basic (or Excel) can provide a convenient way quickly to develop graphical user interfaces and packages that use mathematical routines. The aim of this report is to...
Purification and properties of L-gulonolactone oxidase /--by George Levy Eliceiri. (1965)
Thesis (Ph. D.)--University of Oklahoma, 1965.