In der Presse Archives - MathFinance

Uwe Wystup’s FX Column in Wilmott Magazine October 2019: “Reverse Knockout Pricing Case Study: Stochastic Local Volatility versus Vanna‐Volga”

von Ansua Dutta-Wystup | Okt 29, 2019 | In der Presse

Two heavyweight vol models punch it out. Read article here.

Uwe Wystup in Wilmott Magazine July 2019: “Mustache to Touch”

von Ansua Dutta-Wystup | Aug 7, 2019 | In der Presse

Visualizing model risk for exotics. Read article here.

Uwe Wystup in Wilmott Magazine May 2019: “The Sales‐Margin Transparency Farce”

von Ansua Dutta-Wystup | Aug 7, 2019 | In der Presse

How does the sell side make money with financial products, particularly with zero‐cost strategies? Read article here.

Uwe Wystup in Wilmott Magazine January 2019: “FX Greeks”

von Ansua Dutta-Wystup | Aug 7, 2019 | In der Presse

Article about covering the possibilities that Greeks in FX create.

Uwe Wystup in Wilmott Magazine March 2019: “Exit Strategy for a Sick Floan”

von Ansua Dutta-Wystup | Aug 7, 2019 | In der Presse

Article about the Idea of a EUR/CHF Carry Trade

Uwe Wystup in Wilmott Magazine November 2018: “How Can a 50/50 Bet Have Odds of 1:2 Instead of 1:1?”

von Ansua Dutta-Wystup | Aug 7, 2019 | In der Presse

Common questions about digital options with not‐so‐common answers…Check full article here

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