The bridge between
investment banking and
academic research

16 – 18



Praise for FX Seminar

On behalf of all the attendees, let me thank you sincerely for the superb two-day workshop on FX option modeling. Both the abstract and the practical angles of the subject were touched with competence and clarity. I personally remark also that you matched perfectly the wish list I had created and transmitted only one week before. For me, personally, the lessons I got will save me exploring an endless list of dead end streets in the literature of SLV which so far, I found very difficult to approach by myself. We all have now a very good idea of what these models are about, including pitfalls, weak spots, pros and cons of alternative approaches. But most importantly we have now the elements to learn more from the selected relevant literature.

Needless to say, despite many doubts were dissipated “third by third”, we’re left with a Cantor powder of further questions. We will probably bother you more in the future.

Great job guys, and I mean it.

Head of Quants

Major private bank

FX Exotic Options in Frankfurt 2019

December 16 – 18, 2019

Lecturer: Prof. Dr. Uwe Wystup

This advanced practical three-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.

FX exotics are becoming increasingly commonplace in today’s capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market.