Value proposition

The bridge between investment banking and academic research

MathFinance, founded by Uwe Wystup in 2003 is an independent consulting and software company specializing in all areas of Foreign Exchange Options, from mathematical modeling, implementation of pricing libraries, consulting in the area of exotic options and structured products up to 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 tools are used for pricing and 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 handling their FX Options positions effectively and is also used for litigation.

FX Options Expertise, Front Office Financial Engineering, C++ Implementation, Frankfurt MathFinance Conference, and Expert Reports