MathFinance

Independent consulting and software company specializing in all areas of derivatives

[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

Prof. Wystup's new column "Shorts Should not be Worn too Long" is available on @ResearchGate: https://t.co/16K9kK1DJz

[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

New FX column Quick and Dirty - Short Cuts for #option Lovers @ResearchGate: https://t.co/DOuYbRH8Op

[MathFinance @MathFinance]

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 https://t.co/WoYidhdSgc

[MathFinance @MathFinance]

with Uwe Wystup's #shortcuts for #option lovers https://t.co/WoYidhdkqE

[MathFinance @MathFinance]

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 @MathFinance]

Twitter:

23rd MathFinance Conference

13+14 March 2023 – Updated Agenda

https://t.co/Vybjyw8x3q

#derivatives #riskmanagemen #machinelerning #climatefinance #optionpricing #portfolioallocation #exchangerates #cryptomarket #montecarlo #investmentplan

[MathFinance @MathFinance]

23rd MathFinance Conference

13+14 March 2023 – Registration Open

https://t.co/Vybjyw94SY

#derivatives #riskmanagemen #machinelerning #climatefinance #optionpricing #portfolioallocation #exchangerates #cryptomarket #montecarlo #investmentplan

[MathFinance @MathFinance]

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 - https://t.co/rbl2y2Vi8p

[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

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 https://t.co/NLAp5xzdmH

[MathFinance @MathFinance]

congratulations to our college Prof Thorsten Schmidt for being elected to the council of the #bachelier #finance #society https://t.co/R22J8K6ySb

[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

@mhereonlyforbts vvvvcvvccc vvvcvvcpvrptrr lol BB chr
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[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

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 https://t.co/LbF8GCkxeL

[MathFinance @MathFinance]

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

[MathFinance @MathFinance]

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