Simply closer to the market.
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 firstname.lastname@example.org.
Uwe Wystup’s FX Column in Wilmott Magazine October 2019: “Reverse Knockout Pricing Case Study: Stochastic Local Volatility versus Vanna‐Volga”
Two heavyweight vol models punch it out. Read Read More
Visualizing model risk for exotics. Read ... Read More
How does the sell side make money with ... Read More
Article about covering the possibilities that Read More
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
FX Options, Bachelier Finance Society, Uwe Wystup
Check out here to read more aiming to correct Read More
Check out here, how to do it, and whether it ... Read More
Hint: the answer is not “No”. Read more!
Now that manipulations of currency fixings ... Read More
Payoff.ch, das Anlegerportal rund um ... Read More
Der Finanzprofessor und frühere ... Read More
Uwe Wystup, Managing Director der MathFinance Read More
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
Strukturierte Produkte: Nicht spekulieren, ... Read More
Quant Finance gains relevance 17th ... Read More
Immer mehr Banken müssen sich die Frage ... Read More
Risiko Manager, 30.09.2016 Diese Nachricht ... Read More
Börsenzeitung, 01.09.2016 Das war peinlich: ... Read More
Brexit: Diese Hedging-Varianten haben ... Read More
Quant Finance: Governance der mathematischen ... Read More