Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Event: MathFinance Conference 2019

 

Event: MathFinance Conference 2019

 

08.04.2019. Professor Wolfgang K. Härdle and Professor Natalie Packham gave talks at the MathFinance Conference 2019: The Quant Conference in Frankfurt, Germany.


MathFinance, founded by Uwe Wystup in 2003, is an independent consulting and software company specializing in risk management of derivatives in all asset classes. Their pricing libraries, consulting in exotic options and structured products, independent studies have been used by a variety of banks, asset managers, and software companies.

MathFinance is a quantitative finance advisory firm, which specializes in the development of state-of-the art models for trading, sales and risk management. They focus strongly on FX options, the volatility surface and structured derivatives, where they have in-house software. Their team of experts has a strong quantitative background and many years of practical experience in front-office environments as quants, structurers and traders. 

Their affinity to both the industry and the academia lets them approach and tackle a problem from all possible angles and provides a tailor-made solution grounded on both extensive research and hands-on practice.

 

They offer in-house and public derivatives trainings and organize the annual MathFinance Conference in Frankfurt since 2000. Their best-seller course that runs from Sydney to Salt Lake City is Foreign Exchange Derivatives.