by Uwe Wystup | Nov 12, 2021 | Newsletter
How to get 50% interest on your savings – and where is the catch? The Challenge: Now, after years of low interest rates in the major currencies, how do you still get 50% interest on your savings? Of course, you can...
by Uwe Wystup | Aug 31, 2021 | Newsletter
Why Call Prices Decrease as the Probability of Up-Jumps lncrease? – A Riddle from the World of Jump Diffusion Processes The Riddle: Recently, Sebastiaan Van Mulken, a student n my class on Monte Carlo Simulations and FX Derivatives Markets at the University of Antwerp...
by Uwe Wystup | Jul 6, 2021 | Newsletter
Those of you working on the more quantitative aspects of FX Derivatives and Structured Products, did you come across the term KOAMKIEU, and do you have any idea what it means? It sounds like a new Japanese French fusion sushi, but the term KOAMKIEU refers to a double...
by Uwe Wystup | May 4, 2021 | Newsletter
The 21st MathFinance Conference on 15-16 March was held online second time and was once more the key event for quants. Many participants from all over the world could join us this year, including Singapore, Malaysia, Australia, Europe, and America. We never had so...
by Abhishek Dutta | Feb 22, 2021 | In the Press
Editorial Cable, Sterling, Loonies and Nokkies “There is only one common European currency and that is Sterling” is a sentence my landlady in Chiswick told me many years ago when I asked her what she thinks about the Euro. From that time, it should have been clear to...
by Abhishek Dutta | Feb 22, 2021 | In the Press
Editorial MathFinance Conference 2021 15-16 March 2021 Online Webinar MathFinance hosts our annual conference which is tailored to the quantitative finance community. In 2020 for it’s 20th year running, we hosted our first conference in a digital format due to then...
by Abhishek Dutta | Feb 22, 2021 | In the Press
Editorial 21st MathFinance Conference 15-16 March 2021 The time has come for our annual conference which is tailored to the quantitative finance community. Due to the uncertainty in the coming months on travel and meeting restrictions, we will host our 21st...
by Abhishek Dutta | Oct 28, 2020 | In the Press
Editorial MathFinance Conference Recap The 20th MathFinance Conference we held online first time and was once more the key event for quants. Many participants from all over the world could join us this year, including Singapore, Saudi, South Africa, Europe, America...
by Abhishek Dutta | Aug 18, 2020 | In the Press
MathFinance Newsletter Editorial Mixed Local Volatility Model Boosts Distribution of Exotics As a market maker for FX Derivatives, and especially flow products on a single dealer platform, one needs the best trade-off between precision and speed in one’s exotics...
by Abhishek Dutta | Aug 10, 2020 | In the Press
MathFinance Conference 2020 1 October 2020 Online Webinar MathFinance is excited to host its first digital conference. This year we have an excellent line-up of speakers from both the professional and academic world presenting relevant and cutting-edge topics in the...
