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News & Press releases

MathFinance actively participates in discussions pertaining to the development of quantitative finance, the proper implementation of models and the resulting risk control (model governance). In this section you can find aticles and interviews, specially with the CEO and Managing Director, Uwe Wystup, as well as press releases.

If you are a journalist and are interested in a conversation with Prof. Wystup, please contact us at info@mathfinance.com.

MathFinance Newsletter Editorial – October 2021 How to get 50% interest on your savings – and where is the catch?

12. November 2021 | ,

MathFinance Newsletter Editorial – August 2021- Why Call Prices Decrease as the Probability of Up-Jumps lncrease?

31. August 2021 | ,

MathFinance Newsletter Editorial – June 2021 – KOAMKIEU and the Psychology of Derivatives in Privat Banking

6. July 2021 | ,

MathFinance Conference Recap

4. May 2021 | ,

Newsletter December 2020: Cable, Sterling, Loonies and Nokkies

22. February 2021 | ,

Newsletter MathFinance Conference 2021: 15-16 March

22. February 2021 | ,

Editorial MathFinance Conference 2021 15-16 ... Read More

Newsletter MathFinance Conference 2021: 15-16 March

22. February 2021 | ,

Editorial 21st MathFinance Conference 15-16 ... Read More

Newsletter October 2020: MathFinance Conference Recap

28. October 2020 | ,

Editorial MathFinance Conference Recap The ... Read More

Newsletter August 2020: Mixed Local Volatility Model Boosts Distribution of Exotics

18. August 2020 | ,

MathFinance Newsletter Editorial Mixed Local ... Read More

MathFinance Conference (Online): 1 October 2020

10. August 2020 | ,

MathFinance Conference 2020 1 October 2020 ... Read More

Newsletter June 2020: Derivatives Risk Management and Aviation

30. June 2020 | ,

Editorial Derivatives Risk Management and ... Read More

Uwe Wystup’s FX Interview in Wilmott Magazine April 2020: “The Minimum of the Smile Fit is Not Even in The Market!”

4. May 2020 | ,

The last time FX volatility smile ... Read More

Newsletter April 2020: Interview with Dr. Thorsten Schmidt – Current challenges in the insurance sector

29. April 2020 | ,

This MathFinance Newsletter is about ... Read More

Newsletter March 2020: Vanna-Volga and the Greeks

6. March 2020 | ,

This MathFinance Newsletter is about ... Read More

Newsletter February 2020:Upcoming training seminars and postponement MathFinance conference to 1st and 2nd September 2020

18. February 2020 | ,

This MathFinance Newsletter is about ... Read More

Newsletter December 2019 Vertically and Crosswise

30. December 2019 | ,

This MathFinance Newsletter is about ... Read More

Newsletter November 2019 Can you replicate a call option with two European digital options?

27. November 2019 | ,

MathFinance Asia Conference in Singapore on ... Read More

Uwe Wystup’s FX Column in Wilmott Magazine October 2019: “Reverse Knockout Pricing Case Study: Stochastic Local Volatility versus Vanna‐Volga”

29. October 2019 | ,

Two heavyweight vol models punch it out. Read Read More

Newsletter October 2019 First MathFinance Asia Conference in Singapore

29. October 2019 | ,

MathFinance Asia Conference in Singapore on ... Read More

Newsletter Sept 2019 Static Replication of a FOR-paying Double-No-Touch with One Double-Knock-Out Option

30. September 2019 | ,

FX Derivatives Pricing Models interview with ... Read More

Newsletter Aug 2019 FX Derivatives Pricing Models

31. August 2019 | ,

FX Derivatives Pricing Models interview with ... Read More

Uwe Wystup in Wilmott Magazine July 2019: “Mustache to Touch”

7. August 2019 | ,

Visualizing model risk for exotics. Read ... Read More

Uwe Wystup in Wilmott Magazine May 2019: “The Sales‐Margin Transparency Farce”

7. August 2019 | ,

How does the sell side make money with ... Read More

Uwe Wystup in Wilmott Magazine January 2019: “FX Greeks”

7. August 2019 | ,

Article about covering the possibilities that Read More

Uwe Wystup in Wilmott Magazine March 2019: “Exit Strategy for a Sick Floan”

7. August 2019 | ,

Article about the Idea of a EUR/CHF Carry Trade

Uwe Wystup in Wilmott Magazine November 2018: “How Can a 50/50 Bet Have Odds of 1:2 Instead of 1:1?”

7. August 2019 | ,

Common questions about digital options with ... Read More

Newsletter July 2019 Long Call Option with Negative Time Value

30. July 2019 | ,

Long call options, FX Options training

Uwe Wystup interview in Bachelier Finance Society Newsletter

11. July 2019 | ,

FX Options, Bachelier Finance Society, Uwe Wystup

Newsletter June 2019 DCD in Ugandan Shilling

30. June 2019 | ,

DCD in Ugandan Shilling, FX Options training

Newsletter May 2019 SLV vs. Vanna-Volga

28. May 2019 | ,

SLV Model, Vanna-Volga, Reverse Knock-out ... Read More

NEWSLETTER 351 APRIL 2019

30. April 2019 | ,

Editorial MathFinance Conference Recap The ... Read More

NEWSLETTER 350 MARCH 2019

29. March 2019 | ,

Editorial Mustache to Touch – Visualizing ... Read More

NEWSLETTER 349 FEBRUARY 2019

4. March 2019 | ,

Editorial Crypto Currency Derivatives EUR-USD Read More

NEWSLETTER 348 JANUARY 2019

22. January 2019 | ,

Editorial Newsletter Editorial January 2019 ... Read More

NEWSLETTER 347 DECEMBER 2018

19. December 2018 | ,

Editorial The Sales-Margin Transparency Farce Read More

NEWSLETTER 346 NOVEMBER 2018

2. December 2018 | ,

Editorial Payoff, P&L and Effective ... Read More

NEWSLETTER 345 OCTOBER 2018

31. October 2018 | ,

Editorial Tender-Linked FX Forwards Financial Read More

Uwe Wystup in Wilmott Magazine September 2018: “Arbitrage in the Perfect Volatility Surface”

18. October 2018 | ,

Check out here to read more aiming to correct Read More

NEWSLETTER 344 SEPTEMBER 2018

28. September 2018 | ,

Editorial   XOF   XOF is not the ... Read More

NEWSLETTER 343 AUGUST 2018

28. August 2018 | ,

Editorial Trade Idea for the Turkish Lira The Read More

Newsletter August 14, 2018 – Special: FX Exotic Options Training in Frankfurt

14. August 2018 |

FX EXOTIC OPTIONS TRAINING IN FRANKFURT Prof. Read More

Uwe Wystup in Wilmott Magazine July 2018: “Structuring an Inverse Dual Currency Investment”

27. July 2018 |

Check out here, how to do it, and whether it ... Read More

NEWSLETTER 342 JULY 2018

26. July 2018 | ,

Editorial The Allied European Financial ... Read More

NEWSLETTER 341 JUNE 2018

29. June 2018 | ,

Editorial Revga and Bufga The recent FX ... Read More

NEWSLETTER 340 MAY 2018

31. May 2018 | ,

Editorial Deep Learning and Deep Hedging ... Read More

NEWSLETTER 339 EDITORIAL April 2018

30. April 2018 | ,

Editorial MathFinance Conference Recap The ... Read More

Newsletter April 26, 2018 – Special: FX Exotic Options Training in Frankfurt

26. April 2018 |

FX EXOTIC OPTIONS TRAINING IN FRANKFURT Prof. Read More

A short video from the MathFinance Conference 2018 is now available on YouTube

19. April 2018 |

Uwe Wystup in Wilmott Magazine March 2018: “Can Vega of a Double‐No‐Touch Be Positive?”

9. April 2018 |

Hint: the answer is not “No”. Read more!  

NEWSLETTER 338 EDITORIAL March 2018

31. March 2018 | ,

Editorial KIKO Tarns and the Structured ... Read More

NEWSLETTER March 14, 2018 – Special: MathFinance Conference 2018

14. March 2018 | ,

The MathFinance Conference 16th and 17th ... Read More

NEWSLETTER 337 EDITORIAL February 2018

28. February 2018 | ,

Editorial   Numerical Partial ... Read More

NEWSLETTER 336 EDITORIAL Januar 2018

29. January 2018 | ,

Editorial Once again: MathFinance Conference ... Read More

Uwe Wystup in Wilmott Magazine January 2018: “What Happened to Currency Fixings?”

25. January 2018 |

Now that manipulations of currency fixings ... Read More

NEWSLETTER 335 EDITORIAL December 2017

15. December 2017 | ,

Editorial FX First Generation Exotics A term ... Read More

Payoff.ch Buchempfehlung: “FX Options and Structured Products”

11. December 2017 |

Payoff.ch, das Anlegerportal rund um ... Read More

Mit kühlem Kopf aus der Klemme

8. December 2017 | ,

Uwe Wystup, Managing Director der MathFinance Read More

NEWSLETTER December 5, 2017 – Special: MathFinance Conference 2018

5. December 2017 |

Upcoming Events MATHFINANCE CONFERENCE ON ... Read More

NEWSLETTER 334 EDITORIAL November 2017

30. November 2017 | ,

Editorial FX Options Delta Today let me ... Read More

finews.ch verlost drei neue Ausgaben von “FX Options and Structured Products”

23. November 2017 |

Der Finanzprofessor und frühere ... Read More

NEWSLETTER November 17, 2017 – Special: ARPM Marathon

14. November 2017 | ,

Upcoming Events ARPM MARATHON 22 JANUARY 2018 Read More

Strukturierte Produkte im Wandel: Entwicklungen nach der Finanzkrise

2. November 2017 |

Uwe Wystup, Managing Director der MathFinance Read More

NEWSLETTER 333 EDITORIAL October 2017

27. October 2017 | ,

Editorial FX Volatility Market Data: How ... Read More

FX Column in Wilmott Magazine September 2017: Derivatives Technology as a Matter of Survival

24. October 2017 |

Uwe Wystup will now regularly contribute to ... Read More

FX Special in Wilmott Magazine (July Edition): FX structured products could be worth examining again for the right kind of quant.

24. October 2017 |

Dan Tudball interviewed Uwe Wystup on his ... Read More

Der Markt wurde transparenter

4. October 2017 |

Der Markt für Währungsoptionen hat sich durch Read More

NEWSLETTER 332 EDITORIAL September 2017

27. September 2017 | ,

Editorial Case Study: Hedge Effectiveness of ... Read More

NEWSLETTER 331 EDITORIAL AUGUST 2017

31. August 2017 | ,

Editorial FX Options and Structured Products, Read More

Strukturierte Produkte: Nicht spekulieren, sondern optimieren

10. August 2017 |

  Strukturierte Produkte: Nicht spekulieren, ... Read More

NEWSLETTER 330 EDITORIAL JULY 2017

26. July 2017 | ,

Editorial Calendar arbitrage in the FX ... Read More

NEWSLETTER 329 EDITORIAL JUNE 2017

23. June 2017 | ,

Editorial How good is FX volatility data and ... Read More

NEWSLETTER 328 EDITORIAL MAY 2017

30. May 2017 | ,

How can a 50/50 bet have a profit of 70%? A ... Read More

Mathematik macht Schule

11. May 2017 |

PORTFOLIOOPTIMIERUNG. Durch den wachsenden ... Read More

NEWSLETTER 327 EDITORIAL APRIL 2017

28. April 2017 | ,

MathFinance Conference Recap The 17th ... Read More

17. MathFinance Conference – Quant Finance gains relevance

24. April 2017 |

Quant Finance gains relevance 17th ... Read More

Institutionelle brauchen ein Fixing

11. April 2017 |

Finanzmathematiker über fehlende Transparenz ... Read More

NEWSLETTER 326 EDITORIAL MARCH 2017

29. March 2017 | ,

Arbitrage in the Perfect Volatility Surface ... Read More

MathFinance Conference

23. March 2017 |

MathFinance lädt die Quant Finance-Szene zum ... Read More

Warum moderne Plattformen zur Überlebensfrage werden

2. March 2017 |

Immer mehr Banken müssen sich die Frage ... Read More

NEWSLETTER 325 EDITORIAL FEBRUARY 2017

27. February 2017 |

  Derivatives Technology as a Matter of ... Read More

NEWSLETTER 324 EDITORIAL JANUARY 2017

25. January 2017 |

Once again: MathFinance Conference (20-21 ... Read More

Newsletter – MathFinance Conference 2017

24. January 2017 |

  MATHFINANCE CONFERENCE ON APRIL 20-21, Read More

NEWSLETTER 323 EDITORIAL DECEMBER 2016

27. December 2016 |

What happened to currency fixings? The end of Read More

NEWSLETTER 322 EDITORIAL NOVEMBER 2016

30. November 2016 |

How do we structure an inverse DCD? One of ... Read More

NEWSLETTER 321 EDITORIAL OCTOBER 2016

29. October 2016 |

Ever heard of Robust Finance? In our ... Read More

NEWSLETTER 320 EDITORIAL SEPTEMBER 2016

30. September 2016 |

Can Vega of a Double-No-Touch be Positive? ... Read More

Wie sich das Risiko der Modelle in den Griff bekommen lässt

30. September 2016 |

Risiko Manager, 30.09.2016 Diese Nachricht ... Read More

Wie Banken Ihre Risiken in den Griff bekommen

1. September 2016 |

Börsenzeitung, 01.09.2016 Das war peinlich: ... Read More

NEWSLETTER 319 EDITORIAL AUGUST 2016

29. August 2016 |

Model Governance – The Relevance of Models in Read More

Brexit: Diese Hedging-Varianten haben Treasurer jetzt

15. August 2016 |

Brexit: Diese Hedging-Varianten haben ... Read More

Der Faktor Unsicherheit

5. August 2016 |

Der Faktor Unsicherheit FINANCE, 1.08.2016 ... Read More

FX Options Course

26. July 2016 |

MathFinance bietet Schulung zum Thema ... Read More

Brexit

7. June 2016 |

Brexit: Worauf deuten die Märkte hin in Bezug Read More

Model Governance

7. June 2016 |

Quant Modelle: Model Governance als Chefsache Read More

Quantitative Finance

31. May 2016 |

Quantitative Finance: Model Governance is ... Read More

Quantmodelle

1. May 2016 |

Wesentlich erfahrener DPN News, 01.05.2016 ... Read More

Governance der mathematischen Modelle ist entscheidend

25. March 2016 |

Quant Finance: Governance der mathematischen ... Read More

“Wir helfen unseren Kunden beim Überleben”

24. March 2016 |

Wir helfen unseren Kunden beim Überleben ... Read More

“Optionen gegen Volatilität”

24. March 2016 |

“Optionen gegen Volatilität” ... Read More

Liquidität bereitet Akteuren Sorgen

24. March 2016 |

Bonds sind Herausforderung für das ... Read More

Brexit

1. March 2016 |

“Brexit-Risiko erfordert Absicherung ... Read More

Risiken begrenzen, Chancen nutzen

1. March 2016 |

“Risiken begrenzen, Chancen ... Read More

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