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. 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)
MathFinance acts 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.
Management
Prof. Dr. Uwe Wystup
Founder & Managing Director
Uwe specializes in expert reports, conflict resolution, especially in derivatives, training, structuring and independent valuation.
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
Senior Financial Engineer
Andreas develops and implements pricing tools for financial derivatives.
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
Senior Financial Engineer
Thorsten is an expert in financial and actuarial modelling, statistics and machine learning.
Prof. Dr. Martin Simon
Director Senior Financial Engineer
Martin is an expert in risk management, equity derivatives valuation and financial data science.
Peter Hahn
Head of FX eCommerce Sales
Peter spent 45+ years at Commerzbank and have had several roles, from starting in FX Corporate Sales, then Trading Spot, Forwards and Options.
Supervisory Board
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
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
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.
Coorporation Network
Martin has a rich experience in the asset management industry and he supports the MathFinance team working at the interface of academic research and professional practice.