Personal Descriptions

• Frederic Bossens, BNP Paribas-Fortis


Frédéric Bossens is Quantitative Analyst at BNPParibas-Fortis in Brussels.
He graduated as a Mechanical/Electrical Engineer from Université Libre de Bruxelles (ULB) and holds a PhD in Mechanical Engineering (ULB,2001). He was a post-doc fellow at University of California San Diego (2002) where he worked on control theory and the mathematical modeling of deployable space structures. After spending 3 years in the space industry, he decided to re-orient his career towards financial mathematics.
Since 2006, he is working on modeling issues on foreign-exchange derivatives at BNP-Paribas-Fortis. He is invited lecturer at University of Toulouse I, where he teaches an introductory course on numerical methods in finance. He also collaborates regularly with the Department of Actuarial Sciences of ULB, which recently led him to co-author a paper on the pricing of exotic FX options. Since April 2010, he is certified in Financial Risk Management (FRM®).



• Antonio Castagna,





• Iain Clark,





• Dimitri Reiswich, Frankfurt School of Finance & Management


Dimitri Reiswich is a PhD student at Frankfurt School of Finance and Management. He has a Diploma in Business Mathematics from the University of Hamburg. Dimitri’s research interests include volatility smile analyses and their relation with risk-neutral densities with a focus on FX smiles.


• Uwe Wystup, MathFinance


Uwe Wystup is Professor of Quantitative Finance, the academic director for the Masters Program in Quantitative Finance and head of the Department of Finance at Frankfurt School of Finance and Management. Before that he worked for Deutsche Bank, Citibank, UBS and Sal. Oppenheim jr. & Cie and as financial engineer and structurer in the FX Options trading team of Commerzbank. He is founder and managing director of MathFinance AG and editor of the MathFinance Newsletter and the Annals of Finance. Uwe holds a PhD in Mathematical Finance from Carnegie Mellon University. He specializes in the quantitative aspects of foreign exchange markets, international treasury management and structured products. He published in many scientific journals and wrote two books on Foreign Exchange Risk and FX Options and Structured Products.

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