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News & Press releases

MathFinance actively participates in discussions pertaining to the development of quantitative finance, the proper implementation of models and the resulting risk control (model governance). In this section you can find aticles and interviews, specially with the CEO and Managing Director, Uwe Wystup, as well as press releases.

If you are a journalist and are interested in a conversation with Prof. Wystup, please contact us at info@mathfinance.com.

Newsletter Sept 2019 Static Replication of a FOR-paying Double-No-Touch with One Double-Knock-Out Option

FX Derivatives Pricing Models interview with ... Read More

Newsletter Aug 2019 FX Derivatives Pricing Models

FX Derivatives Pricing Models interview with ... Read More

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

Visualizing model risk for exotics. Read ... Read More

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

How does the sell side make money with ... Read More

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

Article about covering the possibilities that Read More

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

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?”

Common questions about digital options with ... Read More

Newsletter July 2019 Long Call Option with Negative Time Value

Long call options, FX Options training

Uwe Wystup interview in Bachelier Finance Society Newsletter

FX Options, Bachelier Finance Society, Uwe Wystup

Newsletter June 2019 DCD in Ugandan Shilling

DCD in Ugandan Shilling, FX Options training

Newsletter May 2019 SLV vs. Vanna-Volga

SLV Model, Vanna-Volga, Reverse Knock-out ... Read More

NEWSLETTER 351 APRIL 2019

Editorial MathFinance Conference Recap The ... Read More

NEWSLETTER 350 MARCH 2019

Editorial Mustache to Touch – Visualizing ... Read More

NEWSLETTER 349 FEBRUARY 2019

Editorial Crypto Currency Derivatives EUR-USD Read More

NEWSLETTER 348 JANUARY 2019

Editorial Newsletter Editorial January 2019 ... Read More

NEWSLETTER 347 DECEMBER 2018

Editorial The Sales-Margin Transparency Farce Read More

NEWSLETTER 346 NOVEMBER 2018

Editorial Payoff, P&L and Effective ... Read More

NEWSLETTER 345 OCTOBER 2018

Editorial Tender-Linked FX Forwards Financial Read More

Uwe Wystup in Wilmott Magazine September 2018: “Arbitrage in the Perfect Volatility Surface”

Check out here to read more aiming to correct Read More

NEWSLETTER 344 SEPTEMBER 2018

Editorial   XOF   XOF is not the ... Read More

NEWSLETTER 343 AUGUST 2018

Editorial Trade Idea for the Turkish Lira The Read More

Newsletter August 14, 2018 – Special: FX Exotic Options Training in Frankfurt

FX EXOTIC OPTIONS TRAINING IN FRANKFURT Prof. Read More

Uwe Wystup in Wilmott Magazine July 2018: “Structuring an Inverse Dual Currency Investment”

Check out here, how to do it, and whether it ... Read More

NEWSLETTER 342 JULY 2018

Editorial The Allied European Financial ... Read More

NEWSLETTER 341 JUNE 2018

Editorial Revga and Bufga The recent FX ... Read More

NEWSLETTER 340 MAY 2018

Editorial Deep Learning and Deep Hedging ... Read More

NEWSLETTER 339 EDITORIAL April 2018

Editorial MathFinance Conference Recap The ... Read More

Newsletter April 26, 2018 – Special: FX Exotic Options Training in Frankfurt

FX EXOTIC OPTIONS TRAINING IN FRANKFURT Prof. Read More

A short video from the MathFinance Conference 2018 is now available on YouTube

Uwe Wystup in Wilmott Magazine March 2018: “Can Vega of a Double‐No‐Touch Be Positive?”

Hint: the answer is not “No”. Read more!  

NEWSLETTER 338 EDITORIAL March 2018

Editorial KIKO Tarns and the Structured ... Read More

NEWSLETTER March 14, 2018 – Special: MathFinance Conference 2018

The MathFinance Conference 16th and 17th ... Read More

NEWSLETTER 337 EDITORIAL February 2018

Editorial   Numerical Partial ... Read More

NEWSLETTER 336 EDITORIAL Januar 2018

Editorial Once again: MathFinance Conference ... Read More

Uwe Wystup in Wilmott Magazine January 2018: “What Happened to Currency Fixings?”

Now that manipulations of currency fixings ... Read More

NEWSLETTER 335 EDITORIAL December 2017

Editorial FX First Generation Exotics A term ... Read More

Payoff.ch Buchempfehlung: “FX Options and Structured Products”

Payoff.ch, das Anlegerportal rund um ... Read More

Mit kühlem Kopf aus der Klemme

Uwe Wystup, Managing Director der MathFinance Read More

NEWSLETTER December 5, 2017 – Special: MathFinance Conference 2018

Upcoming Events MATHFINANCE CONFERENCE ON ... Read More

NEWSLETTER 334 EDITORIAL November 2017

Editorial FX Options Delta Today let me ... Read More

finews.ch verlost drei neue Ausgaben von “FX Options and Structured Products”

Der Finanzprofessor und frühere ... Read More

NEWSLETTER November 17, 2017 – Special: ARPM Marathon

Upcoming Events ARPM MARATHON 22 JANUARY 2018 Read More

Strukturierte Produkte im Wandel: Entwicklungen nach der Finanzkrise

Uwe Wystup, Managing Director der MathFinance Read More

NEWSLETTER 333 EDITORIAL October 2017

Editorial FX Volatility Market Data: How ... Read More

FX Column in Wilmott Magazine September 2017: Derivatives Technology as a Matter of Survival

Uwe Wystup will now regularly contribute to ... Read More

FX Special in Wilmott Magazine (July Edition): FX structured products could be worth examining again for the right kind of quant.

Dan Tudball interviewed Uwe Wystup on his ... Read More

Der Markt wurde transparenter

Der Markt für Währungsoptionen hat sich durch Read More

NEWSLETTER 332 EDITORIAL September 2017

Editorial Case Study: Hedge Effectiveness of ... Read More

NEWSLETTER 331 EDITORIAL AUGUST 2017

Editorial FX Options and Structured Products, Read More

Strukturierte Produkte: Nicht spekulieren, sondern optimieren

  Strukturierte Produkte: Nicht spekulieren, ... Read More

NEWSLETTER 330 EDITORIAL JULY 2017

Editorial Calendar arbitrage in the FX ... Read More

NEWSLETTER 329 EDITORIAL JUNE 2017

Editorial How good is FX volatility data and ... Read More

NEWSLETTER 328 EDITORIAL MAY 2017

How can a 50/50 bet have a profit of 70%? A ... Read More

Mathematik macht Schule

PORTFOLIOOPTIMIERUNG. Durch den wachsenden ... Read More

NEWSLETTER 327 EDITORIAL APRIL 2017

MathFinance Conference Recap The 17th ... Read More

17. MathFinance Conference – Quant Finance gains relevance

Quant Finance gains relevance 17th ... Read More

Institutionelle brauchen ein Fixing

Finanzmathematiker über fehlende Transparenz ... Read More

NEWSLETTER 326 EDITORIAL MARCH 2017

Arbitrage in the Perfect Volatility Surface ... Read More

MathFinance Conference

MathFinance lädt die Quant Finance-Szene zum ... Read More

Warum moderne Plattformen zur Überlebensfrage werden

Immer mehr Banken müssen sich die Frage ... Read More

NEWSLETTER 325 EDITORIAL FEBRUARY 2017

  Derivatives Technology as a Matter of ... Read More

NEWSLETTER 324 EDITORIAL JANUARY 2017

Once again: MathFinance Conference (20-21 ... Read More

Newsletter – MathFinance Conference 2017

  MATHFINANCE CONFERENCE ON APRIL 20-21, Read More

NEWSLETTER 323 EDITORIAL DECEMBER 2016

What happened to currency fixings? The end of Read More

NEWSLETTER 322 EDITORIAL NOVEMBER 2016

How do we structure an inverse DCD? One of ... Read More

NEWSLETTER 321 EDITORIAL OCTOBER 2016

Ever heard of Robust Finance? In our ... Read More

NEWSLETTER 320 EDITORIAL SEPTEMBER 2016

Can Vega of a Double-No-Touch be Positive? ... Read More

Wie sich das Risiko der Modelle in den Griff bekommen lässt

Risiko Manager, 30.09.2016 Diese Nachricht ... Read More

Wie Banken Ihre Risiken in den Griff bekommen

Börsenzeitung, 01.09.2016 Das war peinlich: ... Read More

NEWSLETTER 319 EDITORIAL AUGUST 2016

Model Governance – The Relevance of Models in Read More

Brexit: Diese Hedging-Varianten haben Treasurer jetzt

Brexit: Diese Hedging-Varianten haben ... Read More

Der Faktor Unsicherheit

Der Faktor Unsicherheit FINANCE, 1.08.2016 ... Read More

FX Options Course

MathFinance bietet Schulung zum Thema ... Read More

Brexit

Brexit: Worauf deuten die Märkte hin in Bezug Read More

Model Governance

Quant Modelle: Model Governance als Chefsache Read More

Quantitative Finance

Quantitative Finance: Model Governance is ... Read More

Quantmodelle

Wesentlich erfahrener DPN News, 01.05.2016 ... Read More

Governance der mathematischen Modelle ist entscheidend

Quant Finance: Governance der mathematischen ... Read More

“Wir helfen unseren Kunden beim Überleben”

Wir helfen unseren Kunden beim Überleben ... Read More

“Optionen gegen Volatilität”

“Optionen gegen Volatilität” ... Read More

Liquidität bereitet Akteuren Sorgen

Bonds sind Herausforderung für das ... Read More

Brexit

“Brexit-Risiko erfordert Absicherung ... Read More

Risiken begrenzen, Chancen nutzen

“Risiken begrenzen, Chancen ... Read More

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