MathFinance's profile picture. Independent consulting and software company specializing in all areas of derivatives

MathFinance

@MathFinance

Independent consulting and software company specializing in all areas of derivatives

Uwe Wystup’s new FX Column Barriers Brake the Spot, Wilmott, vol. 2025, issue 135, 2025. Link for Wilmott subscribers: wilmott.com/mp-files/wilmo… #Enterprai shows with real trading data that RKO #trading in USD-JPY pushed the spot up by 4 big figures in April 2024


New FX Column by Prof. Wystup, “Lumberjack and the AUD-USD TARF during the Corona Pandemic ,” appeared in Wilmott, vol. 2024, iss. 131, 2024. wilmott.com/wilmott-magazi…


Prof. Wystup's new column "Shorts Should not be Worn too Long" is available on @ResearchGate: researchgate.net/publication/37…


Prof Wystup's new Column "Shorts should not be worn too long" not published in Wilmott, vol. 2023, iss. 126, p. 4–6, 2023 wilmott.com/wilmott-magazi…


New FX column Quick and Dirty - Short Cuts for #option Lovers @ResearchGate: researchgate.net/publication/37…


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 wilmott.com/wilmott-magazi…


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

MathFinance's tweet image. 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

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 - wilmott.com/mp-files/wilmo…


Prof Uwe Wystup' new FX column "Basis Madness" published in Wilmott vol. 2022, iss. 122, p. 16–18, 2022 wilmott.com/wilmott-magazi… #gasprices #options #arbitrage #interestrates


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 wilmott.com/wilmott-magazi…


congratulations to our college Prof Thorsten Schmidt for being elected to the council of the #bachelier #finance #society bachelierfinance.org/council


Prof Uwe Wystup’s wew FX column on “Going Forward Step by Step” has been published in Wilmott wilmott.com/wilmott-magazi… @wilmott #MathFinance #fxoptions #derivatives #finance


Uwe Wystup's new column: Uncle Herbert's Savings Plan with Bonus and the Legal Aftermath now in In Wilmott, May 2022 wilmott.com/wilmott-magazi…


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 frankfurt-university.de/de/newsmodule/…


Blanka Horvath explains how to detect changes of market regimes (e.g. bull vs. bear) at the 22nd MathFinance Conference (currently ongoing) mathfinance.com/events/mathfin…


MathFinance Digital Conference Ed. 22 in 2 weeks from now, latest agenda and registration at mathfinance.com/events/mathfin… with Paul Wilmott, Robert Jarrow, Adil Reghai, Jack Jacquier, Peter Tankov and many others #cryptocurrency #derivatives #climate #finance #volatility


Can Volga of a Long Vanilla Option be Negative? - New column by Uwe Wystup in Wilmott - March 2022 wilmott.com/wilmott-magazi…


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