Mr
Uwe
Wystup
- +49 6967 8317100
- +49 1 777 963182
- +49 1764 2494296
- +49 6990 019904
Uwe is an extremely experienced practitioner in the field of foreign exchange options, a senior academic and a high engaging trainer. He has worked as a financial engineer, trader and structurer at Deutsche Bank, Citibank, UBS, Sal Oppenheim and Commerzbank.
He is a founder and managing director of MathFinance AG, a global team of financial engineers providing consulting / software for FX Options desks. As an FX Options international expert in both academia and practice,
Uwe is well known for his many publications on FX Options and related topics. His 2002 book on Foreign Exchange Risk has become a market standard. His book on FX Options and structured products appeared in 2006 as part of the Wiley Finance series, and it’s 2nd edition in 2017 as a new one on modelling foreign exchange options.
Foreign Exchange Options, Derivatives Modelling, Structured Products Trading, Hedging, Valuation; Sourcing and Cleaning of Market Data (live and historic) and Statistical Analysis; ISDA Documentation, Currency and Interest Rate Risk and Risk Management.
Trading Tools and Risk Management Software, Financial Software Patents; Loss Quantification, Back-Dated Intra-Day Valuation of Financial Products; Volatility Surfaces, Exotic Options, Vanilla Options, Target Forwards, Treasury Operations; Equity Derivatives, Certificates, Investment Strategies and Algorithms.
Multi-Currency Investment, Savings Plans; Hybrid Structured Products; Municipalities and Fee Revision Private Health Insurance.