Simply closer
to the market
The quantitative finance advisory firm
We specialize in the development of state-of-the art models for trading, sales and risk management. Another key point is that we focus strongly on FX options, the volatility surface and structured derivatives, where we have our in-house software. Correspondingly, our team of experts has a strong quantitative background and many years of practical experience in front-office environments as quants, structurers and traders. As a result, this ensures that you get best practice solutions and cutting edge implementation.
Save the Date
Don't want to miss our 2025 event under any circumstances? Then make a note of
September 18th-19th, 2025
Venue: Burg Reichenstein - Trechtingshausen
OUR PASSION
Model Consulting
Firstly we implement and validate valuation and risk models, review and document models, independently value structured products. Furthermore with our in-house software MFVal we model the FX Volatility Surface or Yield Curve based on standard market quotes. Finally our clients use our library for both model validation and in a live trading environment.
Expert Witness
During many years, several courts and law-firms have used our conflict resolution service, independent expert reports and expert witness services, specialized in derivatives, structured products and long-term investment plans. For that reason, we are unique as we combine academic rigor with capital markets experience.
Derivatives Training
Aditionally, we provide in-house training and coaching on derivatives, models and structuring. Altogether delegates from more than a hundred banks have been trained in FX Options. Moreover, MathFinance also produces the annual content-driven quantitative finance Conference in Europe.
Mission
MathFinance is an independent consulting company dedicated to quantitative finance for pricing-, hedging- and risk management models on financial markets.
We validate, develop and implement best practice and high end solutions for financial institutions, institutional investors, corporate and public organizations. Simultaneously we help market participants and legal courts understand market requirements and processes through training programs, expert reports or conflict resolution services.
In essence, we act on a global scale.
Vision
At the present time we are one of the internationally recognized high-end consulting companies in the field of quantitative finance, staying independent, middle-sized.
In fact, we are a key partner for major market participants for making quantitative finance work in practice. Basically our clients are banks, insurance and re-insurance companies, funds or family offices and public organizations looking for solutions to enhance their currency, equity and interest rate derivatives business.
Values
We believe in high quality standards and long term client satisfaction, honesty and integrity in business as key elements. Consequently, our clients keep coming back as they are convinced of our quality and expertise.
At this point, the combination of academic background and practical experience renders a unique outlook to all our projects. We are happy to deal with each of our clients individually and professionally, and in the deeper understanding of working cultures all over the world.
We support green energy and projects with social responsibility.
