History MathFinance, founded by Uwe Wystup in 2003, is an independent consulting and software company specializing in all areas of derivatives, from mathematical modeling, implementation of pricing libraries, consulting in the area of exotic options and structured products up to the integration of our software into trading systems and model validation. Our team of experts has a strong quantitative background and many years of practical experience in front-office environments as quants, structurers and traders.

MathFinance acts on a global scale together with its business partners: ICY Software (IcyFX) in Paris, Fintegral AG in Switzerland, Validus Risk Management in London, QuantZ Capital in New York.
At MathFinance we believe in high quality standards and long term client satisfaction. Honesty and integrity in business are the key elements in our company philosophy. This also means that our clients keep coming back as they are convinced of our quality and expertise. The combination of academic background and practical experience renders a unique outlook to all our projects. We are happy to deal with each of our clients individually and professionally. One of our goals is to support transparency in the financial markets, as such we can act as an independent source of advice. Our international team has the broader viewpoint that proves invaluable in client relationships and in the deeper understanding of working cultures all over the world. In addition to this, we believe in doing our bit for the environment; using recycled paper and obtaining electricity from “green” power plants are only a few examples. Social responsibility is high on our list and we regularly support Gandhi Kinderhilfe, Frankfurter Tafel, Bahnhofsmission and Doctors without Borders in their infallible efforts in helping people.
Our Services
  • Pricing models and libraries for FX Options
  • Independent valuation of any FX exotics or Equity derivatives
  • Independent model validation
  • Comparison of long-term investments
  • Training and consulting in financial engineering
  • Local and stochastic volatility models
  • Fast Monte Carlo simulations
Our Tools MathFinance Tools are used for pricing, hedging by many banks and corporate treasury groups world-wide. The combination of our programming skills, hands-on experience and our regular training activities helps many clients handle their FX options positions effectively.
MathFinance Conference Our annual MathFinance Conference, with participants from the industry and academia, is well established in Europe as one of the top quant events of the year. Renowned speakers from all over the world deliver their talks during our two-day conference.
MathFinance Newsletter Established in 1999, the MathFinance Newsletter, published bi-weekly, supplies information about quant jobs, events, books and resources. With over 7000 readers globally this is an important platform for financial engineers. Visit to sign up or advertise in our newsletter.
MathFinance Products
An excellent reference for the most widely-used options and option strategies.
Provides all the vital quantitative tools for foreign exchange options in a clear and logical manner.
Decades of practical quant knowledge condensed in only 6 pages.
MathFinance Singapore We are also present in Singapore since 2011. You can visit our website MathFinance Asia for more information.