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Discussion Series
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Uwe Wystup
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- Feb 2010: Murex contracts MathFinance to validate the Tremor model, a hybrid stochastic and local volatility model used to price and hedge first generation FX exotics.
- Jan 2010: The Independent Evaluation Panel of the EUREKA Secretariat in Brussels has positively evaluated The Eurostars project with PricingPartners, CERMICS and the University of Trier. Our project application has been ranked above the quality threshold on the basic criteria, technology and innovation criteria as well as the market and competitiveness criteria. The score of your application places it in position 74 on the rank list of total 112 project applications positively ranked.
- Dec 2009: EURO Magazin publishes comparative study of Riesterrente tarifs (funds-linked retirement provision plans with capital guarantee) and an interview with Uwe Wystup.
- Nov 2009: Uwe Wystup presents new research on the robustness of FX smile calibration procedures in New York and joins the advisory board of QuantZ Capital Management LLC.
