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. We specialize in quantitative finance, risk management especially in the area of derivatives.

We act 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.

Our product offering consists of four different components:

 

  • An independent FX Options pricing library containing a FX Volatility Surface as its nucleus
  • Consulting in the area of exotic options, structured products, model validation
  • Expert Witness services as independent experts to financial institutions and courts in the area of complex quantitative finance litigation processes
  • Training seminars on derivative products (including FX options, interest rate derivatives, equity derivatives and Machine Learning applications in quantitative finance)

 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.

Publications

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.

 Senior Financial Engineers

Andreas Weber

Andreas Weber

Senior Financial Engineer

Andreas develops and implements pricing tools for financial derivatives.

Dr. Frédéric Bossens

Dr. Frédéric Bossens

Director & Senior Quant

Frédéric develops tools for the pricing and risk-management of financial derivatives. He gives presentations and training in quantitative finance.

Prof. Dr. Thorsten Schmidt

Prof. Dr. Thorsten Schmidt

Senior Financial Engineer

Thorsten is an expert in financial and actuarial modelling, statistics and machine learning.

Prof. Dr. Martin Simon

Prof. Dr. Martin Simon

Director Senior Financial Engineer

Martin is an expert in risk management, equity derivatives valuation and financial data science.

Peter Hahn

Peter Hahn

Head of Sales

Peter spent 45+ years at Commerzbank and had several roles, from starting in FX Corporate Sales, then Trading Spot, Forwards and Options.

Supervisory Board

Adrian Marcu

Adrian Marcu

As a member of the Supervisory Board, Adrian monitors the executive board, but also supports the companies interest when it comes to special market expertise regarding especially foreign exchange financial products and its practical application in markets.

Marcus Heide

Marcus Heide

As a member of the Supervisory Board, Marcus monitors the executive board, but also supports the company regarding public relations and content marketing.

Hans Georg Fitzky

Hans Georg Fitzky

As Chairman of the Supervisory Board for many years, Hans Georg accompanies the company in an open dialogue with the Management Board.  In addition to economic considerations, the focus here is on the strategic planning and orientation of MathFinance AG in particular.  Ideas are discussed, deepened and implemented together with the Supervisory Board and the Executive Board.

Corporation Network

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