MathFinance Products

1. FX Option Pricer with market prices following the cost of volatility hedging.

   Products covered are

   • Vanilla
   • Digital
   • OneTouch/NoTouch
   • DoubleOneTouch/DoubleNoTouch
   • Single Barrier (European and American)
   • Double Barrier
   • Single Window Barrier
   • Faders
   The FX Option Pricer is a DLL with a spread sheet and a user interface and a user's manual. For the OneTouch and NoTouch it is free and can be downloaded here.
2. Training Courses in Derivatives, specially our area of expertise: FX Options.
3. The Book Foreign Exchange Risk, a Risk Publication edited by Jügen Hakala and Uwe Wystup
4. The Book FX Options and Structured Products, Wiley Finance by Uwe Wystup
5. The MathFinance CD ROM, an educational collection with lots of useful papers, links and source code
6. Advertisements in the MathFinance Newsletter help you find talented quants in the global quantitative finance network.
7. Tailor made prototypes of pricing and hedging tools for derivatives in visual basic, c/c++
8. General advise on FX options and structured products: pricing, hedging, applications in treasury management

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