Mathematical Models
for the Finance Industry

simply closer to the market


The bridge between investment banking and academic research


 

MathFinance, founded by Uwe Wystup in 2003, is an independent consulting and software company specializing in all areas of derivatives, from mathematical modeling, implementation of pricing libraries, consulting in the area of exotic options and structured products up to the integration of our software into trading systems and model validation.

Our team of experts has a strong quantitative background and many years of practical experience in front-office environments as quants, structurers and traders.

MathFinance acts on a global scale together with its business partners. We believe in delivering
the best solutions available in the market. Through our carefully chosen network of professionals
we are able to maintain this high standard.


 Management

Prof. Dr. Uwe Wystup

Prof. Dr. Uwe Wystup

Founder & Managing Director

Uwe specializes in expert reports, conflict resolution, especially in derivatives, training, structuring and independent valuation.

Expertise

Prof. Dr. Uwe Wystup

Founder & Managing Director

Uwe Wystup is managing director of MathFinance AG. He worked in FX derivatives trading as Financial Engineer, Global Structured Risk Manager and Advisor since 1992, including Citibank, UBS, Sal. Oppenheim and Commerzbank. He is one of the few hybrids in the world working in the intersection of the derivates market and academic research.

Prof. Wystup earned his PhD in mathematical finance from Carnegie Mellon University, is currently Professor of Financial Option Price Modeling and Foreign Exchange Derivatives at University of Antwerp and Honorary Professor of Quantitative Finance at Frankfurt School of Finance & Management.

He specializes in independent FX structuring, valuation, expert witness and conflict resolution services.

His first book Foreign Exchange Risk was published in 2002, quickly 
became the market standard and has also been translated into Mandarin. His second book FX and Structured Products appeared in 2006 with a fully updated and expanded second edition in 2017. 
Many of his papers appeared in scientific journals.

Andreas Weber

Andreas Weber

Senior Financial Engineer

Andreas develops and implements pricing tools for financial derivatives.

Expertise

Andreas Weber

Senior Financial Engineer

Andreas is a Senior Financial Engineer and Partner at MathFinance. He is responsible for developing pricing tools for financial derivatives. His main focus is on modeling and implementation of valuation methods in FX. He also offers consultancy on implementing quantitative methods.

Prior to this he worked as a Financial Engineer on the FX Options desk at Commerzbank. He was responsible for modeling and development of valuation and hedging tools for the FX Options desk (both OTC and listed products), the continuous maintenance and extension of the trading platform with exotic options as well as the coordination in this field of the bank-wide valuation platform with IT, Risk Controlling, and Risk Management groups.

Charles Brown

Charles Brown

Managing Director of MathFinance Asia

Charles focuses on risk advisory and business development practises. He is responsible for MathFinance Singapore office.

Expertise

Charles Brown

Managing Director of MathFinance Asia

Charles Brown is Managing Director of MathFinance (Asia) and is based in Singapore. Having obtained his MA from Cambridge University, he worked in front office Structuring and Quantitative Development roles at HSBC, Deutsche Bank, UBS and Standard Chartered, in Europe and Asia since 1992 to global management level.

Charles lectures on derivatives at the Risk Management Institute of the National University of Singapore.

Charles holds a Masters Degree in Natural Sciences, University of Cambridge, UK (1992)

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