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MathFinance News
 May 2011
New Research MathFinance presented a new research at the Lorentz Center in Leiden in the Netherlands: "Quantitative Methods in Financial and Insurance Mathematics" from 18 Apr 2011 until the 21 Apr 2011.
See more!
The keynote was presented by Nils Detering on "Comparing return distributions of equity linked retirement provision plans". If you would like to test it,
MathFinance provides an online simulation based calculator here!
IIM Shillong & MathFinance on a collaborative course of action
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Convocation 2011 of the Indian Institute of Management Shillong witnessed an increase in its repertoire of medallions generally bestowed upon outstanding students of each passing out batch.
This year, the Annual MathFinance AG Medallion for the Best Quantitative Finance Student was instituted for the first time in the history of the Institute’s progress as a Centre of Excellence, thanks to the collaborative effort between Prof AK Dutta, founding Director of the seventh IIM in India and Prof Uwe Wystup founder and Managing Director of MathFinance and also a Professor at the Frankfurt School of Finance & Business and Carnegie Mellon University who had donated his personal proceedings from the program titled Foreign Exchange Options “Pricing, Hedging and Applying Exotics and Structured Products” initiated by IIM Shillong, which was held at Mumbai in the month of October, last.
An endowment account out of the proceedings was opened by IIM Shillong out of which Hitesh Gulati became the first ever recipient of the Annual MathFinance AG Medallion for the Best Quantitative Finance Student.
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April 2011
Deutsche Bank on trial
Commentary by Uwe Wystup, Managing Director of MathFinance.
This recent judgment brings up the question how financial service providers and their clients should interact in their business. To my belief, both parties have a job to do. Clearly, a bank as Deutsche in this case should do a much better job informing clients about the risks in the products they trade. If all risks are clearly stated and their potential losses or damages including worst cases are clearly demonstrated and the client wishes to engage in the product anyway, then I see no reason why a bet like this one should not take place. On the other hand clients are strongly advised to invest only in products whose chances and risks they fully understand.
Our team can help explaining the risk before the trade happens and also act as expert witness in litigation if the damage has already happened.
A recent trial at the Royal British court had been decided in our client’s favor based on our portfolio analysis.
Read article...
Gold Medal Award
The Indian Institute of Management- Shillong (IIM-Shillong) is one of the leaders in the field of management education in India. On the 28th of March it organized its 2nd Convocation for the PGP Batch of 2011. The batch comprised of 66 students who were awarded certificates at the institute's second convocation.
During the ceremony, MathFinance AG awarded the gold medal to the best quant student at the convocation.
Read full article...
Awards
Germany’s federal foundation “Stiftung EVZ” has been awarded the top ranks „Best Foundation“ and „Best Portfolio Structure“ by Portfolio Institutionell!
Press Article
Awards Page
Stiftung EVZ is working closely with MathFinance, Uwe Wystup being a part of the foundation’s Asset Management Advisory Committee since 2008.
Read more...
March 2011
Our annual MathFinance Conference in the Frankfurt Fair Tower was attended by more than 150 quants worldwide. 25 speakers and 11 sponsors presented recent advances in quantitative finance.
MathFinance launches a new web page.
February 2011
MathFinance expands to Asia: MathFinance (Asia) Pte. Ltd has been founded and is directed by Charles Brown and Uwe Wystup. Our expertise in derivatives and structured products is now directly accessible in Singapore.
January 2011
MathFinance started a project on modeling currency exchange options in roll-over loans. In such a floating rate loan one can switch to a different currency and hence pay the interest rate of that currency LIBOR plus a pre-defined constant margin.
November 2010
Publication of A guide to FX Options Quoting Conventions by Uwe Wystup and Dimitri Reiswich in The Journal of Derivatives, Winter 2010, Vol. 18, No. 2: pp. 58-68. Article (English)
October 2010
September 2010
Uwe Wystup on the panel discussion of the Volatility Dynamics & Dynamic Hedging Symposium in London.
Press release (English)
August 2010
June 2010
As of July 1st, 2010, MathFinance will be in charge of development of ICYFX, the currency option software of ICY. This step will reinforce MathFinance and ICY's partnership, while providing existing clients with even more efficient service. Press release (English)
May 2010
April 2010
March 2010
MathFinance produces the 10th Frankfurt MathFinance Conference, with more than 150 participants worldwide. International experts include Dilip Madan, Steve Kou, Ekkehard Sachs, Fabio Mercurio, Attilio Meucci, Uwe Schmock and many others. Read more (English)
February 2010
Murexcontracts MathFinance to validate the Tremor model, a hybrid stochastic and local volatility model used to price and hedge first generation FX exotics.
January 2010
The Independent Evaluation Panel of the EUREKA Secretariat in Brussels has positively evaluated The Eurostars project with PricingPartners, CERMICS and the University of Trier. Our project application has been ranked above the quality threshold on the basic criteria, technology and innovation criteria as well as the market and competitiveness criteria. The score of your application places it in position 74 on the rank list of total 112 project applications positively ranked.
December 2009
EURO Magazin publishes comparative study of Riesterrente tarifs (funds-linked retirement provision plans with capital guarantee) and an interview with Uwe Wystup.
November 2009
Uwe Wystup presents new research on the robustness of FX smile calibration procedures in New York and joins the advisory board of QuantZ Capital Management LLC.
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