by Ansua Dutta-Wystup | Mar 31, 2018 | Newsletter
Editorial KIKO Tarns and the Structured Products revival in Asia Generally, there is no end to the variants of Target Redemption Notes (tarns) or Target Forwards (tarfs) in the context of treasury FX hedging. Accumulators, Decumulators and Target Redemption Notes are...
by Ansua Dutta-Wystup | Feb 28, 2018 | Newsletter
Editorial Numerical Partial Differential Equations in Finance Explained. The new book by Karel in’t Hout has now been published. I will take the opportunity to interview Karel, who has in fact been working in the area of numerical PDEs in finance for many...
by Ansua Dutta-Wystup | Jan 29, 2018 | Newsletter
Editorial Once again: MathFinance Conference (16-17 April) – for the 18th time we will bring the quantitative finance community in Europe together to discuss many cutting edge issues and research results. We are looking forward to the keynote speeches: William...
by Ansua Dutta-Wystup | Dec 15, 2017 | Newsletter
Editorial FX First Generation Exotics A term used widely, but never and nowhere clearly defined. Today let me explain some approaches to classify and define this famous set of derivatives contracts. For the sake of example we consider EUR/USD – the most liquidly...
by Ansua Dutta-Wystup | Dec 5, 2017 | Newsletter
Upcoming Events MATHFINANCE CONFERENCE ON APRIL 16 / 17, 2018 IN FRANKFURT Dear MathFinance Community, as past participants of our events, we would like to take this opportunity to invite you to join us again at our next MathFinance Conference on April 16 – 17,...
