by Ansua Dutta-Wystup | Aug 14, 2018 | Newsletter
FX EXOTIC OPTIONS TRAINING IN FRANKFURT Prof. Uwe Wystup will hold his bestseller course “FX Exotic Options” on December 10-12, 2018 in Frankfurt. This course is for anyone new to FX Exotics and for those who need to bring their knowledge up to date and learn how the...
by Ansua Dutta-Wystup | Jul 26, 2018 | Newsletter
Editorial The Allied European Financial Markets Association (AEFMA) will start its Certified Expert in Treasury and Markets CETM) in October 2018. I took the opportunity to interview Christian F. Buschmann, the speaker of AEFMA’s board of education. Link to AEFMA:...
by Ansua Dutta-Wystup | Jun 29, 2018 | Newsletter
Editorial Revga and Bufga The recent FX options market slang I learned is Revga and Bufga. This is not a joke. Generally, Greeks such as Delta, Gamma, Theta, Rho and Vega are quite common in trading and risk management systems. It is all about the “what-if”: what...
by Ansua Dutta-Wystup | May 31, 2018 | Newsletter
Editorial Deep Learning and Deep Hedging Nowadays, if you want to be taken serious as a quant, you need to create an aura of being an expert in machine learning (or actually be one). With this keyword in your agenda it is currently easy to lock in a job, a consulting...
by Ansua Dutta-Wystup | Apr 30, 2018 | Newsletter
Editorial MathFinance Conference Recap The 18thMathFinance Conference held on 16-17 April 2018 was once more the key event in Germany for quants. With more than 110 registered participants, visitors from 30 countries attended this two day event in Frankfurt. In a...
by Ansua Dutta-Wystup | Apr 26, 2018 | Newsletter
FX EXOTIC OPTIONS TRAINING IN FRANKFURT Prof. Uwe Wystup will hold his bestseller course “FX Exotic Options” on August 20 – 22 in Frankfurt. This course is for anyone new to FX Exotics and for those who need to bring their knowledge up to date and learn how the...
