MathFinance
@MathFinance
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Independent consulting and software company specializing in all areas of derivatives
Frankfurt am Main
Joined March 2009
Uwe Wystup’s new FX Column Barriers Brake the Spot, Wilmott, vol. 2025, issue 135, 2025. Link for Wilmott subscribers: https://t.co/3IchXsFKea
#Enterprai shows with real trading data that RKO #trading in USD-JPY pushed the spot up by 4 big figures in April 2024
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New FX Column by Prof. Wystup, “Lumberjack and the AUD-USD TARF during the Corona Pandemic ,” appeared in Wilmott, vol. 2024, iss. 131, 2024. https://t.co/f5nni7crTB
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Prof. Wystup's new column "Shorts Should not be Worn too Long" is available on @ResearchGate:
researchgate.net
PDF | If indices fall by 10 percent, shorts will rise by the same amount, right? Buckle up, we're in for a ride | Find, read and cite all the research you need on ResearchGate
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Prof Wystup's new Column "Shorts should not be worn too long" not published in Wilmott, vol. 2023, iss. 126, p. 4–6, 2023 https://t.co/D17gMOikbC
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New FX column Quick and Dirty - Short Cuts for #option Lovers @ResearchGate:
researchgate.net
PDF | Highlighting a few shortcuts in option pricing, in the spirit of sanity checks, quick answers, and passing interview questions. | Find, read and cite all the research you need on ResearchGate
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Prof Uwe Wystup's paper "Quick and Dirty — Shortcuts for Option Lovers" appeared in Wilmott vol. 2023, iss. 125, 2023 the 50th anniversay of #blackscholes
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Allied Euroapen Financial Markets Association supports the #MathFinance #conference with a panel on #digitalassets - status quo of German #banks , moderated by Christian Pfannkuchen (360T), with Bert Staufenbiel (KFW), Viktor Banh (Deka). Advantage German #regulation Framework
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Twitter: 23rd MathFinance Conference 13+14 March 2023 – Updated Agenda https://t.co/Vybjyw8x3q
#derivatives #riskmanagemen #machinelerning #climatefinance #optionpricing #portfolioallocation #exchangerates #cryptomarket #montecarlo #investmentplan
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23rd MathFinance Conference 13+14 March 2023 – Registration Open https://t.co/Vybjyw94SY
#derivatives #riskmanagemen #machinelerning #climatefinance #optionpricing #portfolioallocation #exchangerates #cryptomarket #montecarlo #investmentplan
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Uwe Wystup new FX Column "How a long call option can be long gamma, long theta and short theta" - all at the same time and no kidding - published in Wilmott Jan 2023 -
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Prof Uwe Wystup' new FX column "Basis Madness" published in Wilmott vol. 2022, iss. 122, p. 16–18, 2022 https://t.co/N4FXTBveJd
#gasprices #options #arbitrage #interestrates
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New FX column by Prof Uwe Wystup: Can #butterfly be negative and why do we use the #probability #density to check for butterfly #arbitrage?, now in Wilmott, vol. 2022, iss. 121, p. 48–49, 2022
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congratulations to our college Prof Thorsten Schmidt for being elected to the council of the #bachelier #finance #society
bachelierfinance.org
COUNCIL Our Council consists of the following people (until December 2025) Hansjoerg Albrecher University of Lausanne Department of Actuarial Science Quartier UNIL-Chamberonne, Bâtiment Extranef 1015...
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Prof Uwe Wystup’s wew FX column on “Going Forward Step by Step” has been published in Wilmott https://t.co/9PcX1C2s5R
@wilmott #MathFinance #fxoptions #derivatives #finance
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Uwe Wystup's new column: Uncle Herbert's Savings Plan with Bonus and the Legal Aftermath now in In Wilmott, May 2022 https://t.co/DLKOmLFlAS
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Meet our director Prof Martin Simon moderating a virtual #paneldiscussion „#opensource / #opendata – #global #collaboration for a #sustainablefuture“ on behalf of the U.S. Consulate General - within the #transatlantic #innovation Week: this Friday 3 pm
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Blanka Horvath explains how to detect changes of market regimes (e.g. bull vs. bear) at the 22nd MathFinance Conference (currently ongoing) https://t.co/Ox0ZkNJdvr
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MathFinance Digital Conference Ed. 22 in 2 weeks from now, latest agenda and registration at https://t.co/Ox0ZkNJdvr with Paul Wilmott, Robert Jarrow, Adil Reghai, Jack Jacquier, Peter Tankov and many others #cryptocurrency #derivatives #climate #finance #volatility
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Can Volga of a Long Vanilla Option be Negative? - New column by Uwe Wystup in Wilmott - March 2022
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