by Uwe Wystup | Nov 12, 2021 | Newsletter
How to get 50% interest on your savings – and where is the catch? The Challenge: Now, after years of low interest rates in the major currencies, how do you still get 50% interest on your savings? Of course, you can...
by Uwe Wystup | Aug 31, 2021 | Newsletter
Why Call Prices Decrease as the Probability of Up-Jumps lncrease? – A Riddle from the World of Jump Diffusion Processes The Riddle: Recently, Sebastiaan Van Mulken, a student n my class on Monte Carlo Simulations and FX Derivatives Markets at the University of Antwerp...
by Uwe Wystup | Jul 6, 2021 | Newsletter
Those of you working on the more quantitative aspects of FX Derivatives and Structured Products, did you come across the term KOAMKIEU, and do you have any idea what it means? It sounds like a new Japanese French fusion sushi, but the term KOAMKIEU refers to a double...
by Uwe Wystup | May 4, 2021 | Newsletter
The 21st MathFinance Conference on 15-16 March was held online second time and was once more the key event for quants. Many participants from all over the world could join us this year, including Singapore, Malaysia, Australia, Europe, and America. We never had so...
by Abhishek Dutta | Apr 29, 2020 | Newsletter
Editorial Interview with Dr. Thorsten Schmidt, Senior Financial Engineer, MathFinance, and Professor for Mathematical Stochastics at University of Freiburg What are recent challenges in the insurance sector? The low interest rate regimes challenge insurance...
by Abhishek Dutta | Mar 6, 2020 | Newsletter
Editorial Vanna-Volga and the Greeks Many people ask us what’s so special about calculating Greeks in the vanna-volga approach. Isn’t it like calculating bumped values and ratios of differences? On the other hand, did you ever wonder, why for instance a...
