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 | Apr 29, 2020 | Newsletter
Editorial Interview with Dr. Thorsten Schmidt, Senior Financial Engineer, MathFinance, and Professor for Mathematical Stochastics at University of Freiburg What are recent challenges in the insurance sector? The low interest rate regimes challenge insurance...
by Abhishek Dutta | Mar 6, 2020 | Newsletter
Editorial Vanna-Volga and the Greeks Many people ask us what’s so special about calculating Greeks in the vanna-volga approach. Isn’t it like calculating bumped values and ratios of differences? On the other hand, did you ever wonder, why for instance a...
by Ansua Dutta-Wystup | Feb 18, 2020 | Newsletter
Upcoming Events Postponement- MathFinance Conference 2020 1-2 September, 2020 Marriott Hotel, Canary Wharf, London In view of the uncertainty caused by the Coronavirus outbreak, MathFinance has decided to postpone its 20th annual MathFinance Finance conference to a...
by Uwe Wystup | Dec 30, 2019 | Newsletter
Editorial Vertically and Crosswise With constantly moving spots MathFinance has moved its Frankfurt office to Kaiserstraße 50, located between the central station and the old ECB building. Looking at the Frankfurt map, this was a vertically and crosswise move....
