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#40 Uwe Wystup - Quantitative Finance and Exotic Options

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Manage episode 248278022 series 1320794
Content provided by Andreas von Hirschhausen. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Andreas von Hirschhausen or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

Uwe Wystup is the founder and Managing Director of MathFinance, a quantitative finance advisory firm. They specialize in the development of state-of-the art models for trading, sales and risk management. Their focus is on FX options, the volatility surface and structured derivatives. Uwe is also a Professor of Financial Option Price Modeling at the University of Antwerp, Honorary Professor at Frankfurt School of Finance & Management, was a Visiting Professor at Carnegie Mellon University, where he holds a Ph.D. in Mathematical Finance.

Please keep in mind this is not investment advice. Full disclaimer at the end of the podcast.

Are you interested in the difference between Plain Vanilla and Exotic Options? Or the difference between Finance and Quantitative Finance? And of course what skills you need to land a job in quantitative finance? Uwe explains the science behind exotic options valuations, how quantitative models get developed and improved upon. Learn how brokers, treasurers, and hedge funds interact in financial markets.

  continue reading

112 episodes

Artwork
iconShare
 
Manage episode 248278022 series 1320794
Content provided by Andreas von Hirschhausen. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Andreas von Hirschhausen or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

Uwe Wystup is the founder and Managing Director of MathFinance, a quantitative finance advisory firm. They specialize in the development of state-of-the art models for trading, sales and risk management. Their focus is on FX options, the volatility surface and structured derivatives. Uwe is also a Professor of Financial Option Price Modeling at the University of Antwerp, Honorary Professor at Frankfurt School of Finance & Management, was a Visiting Professor at Carnegie Mellon University, where he holds a Ph.D. in Mathematical Finance.

Please keep in mind this is not investment advice. Full disclaimer at the end of the podcast.

Are you interested in the difference between Plain Vanilla and Exotic Options? Or the difference between Finance and Quantitative Finance? And of course what skills you need to land a job in quantitative finance? Uwe explains the science behind exotic options valuations, how quantitative models get developed and improved upon. Learn how brokers, treasurers, and hedge funds interact in financial markets.

  continue reading

112 episodes

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