Simply closer
to financial markets
The quantitative finance advisory firm
MathFinance is a leading provider of cutting-edge models for trading, sales and risk management. Another key area of expertise is FX options, the volatility surface and structured derivatives, where we have developed our own in-house software.
Team of experts
Our team of experts boasts a strong quantitative background and extensive practical experience in front-office environments, including roles as quants, structurers and traders. Consequently, we guarantee that our clients receive optimal solutions and the latest cutting-edge implementations.
Save the Date
Don't want to miss our 2025 event under any circumstances? Then make a note of
September 18th-19th, 2025
Venue: Burg Reichenstein - Trechtingshausen
OUR PASSION
Model Consulting
Firstly we implement and validate valuation and risk models, review and document models, independently value structured products. Furthermore with our in-house software MFVal we model the FX Volatility Surface or Yield Curve based on standard market quotes. Finally our clients use our library for both model validation and in a live trading environment.
Expert Witness
During many years, several courts and law-firms have used our conflict resolution service, independent expert reports and expert witness services, specialized in derivatives, structured products and long-term investment plans. For that reason, we are unique as we combine academic rigor with capital markets experience.
Derivatives Training
Aditionally, we provide in-house training and coaching on derivatives, models and structuring. Altogether delegates from more than a hundred banks have been trained in FX Options. Moreover, MathFinance also produces the annual content-driven quantitative finance Conference in Europe.
Mission
MathFinance is an independent consulting company dedicated to quantitative finance for pricing-, hedging- and risk management models on financial markets.
MathFinance validates, develops and implements best practice and high end solutions for financial institutions, institutional investors, corporate and public organizations. Simultaneously we help market participants and legal courts understand market requirements and processes through training programs, expert reports or conflict resolution services.
In essence, we act on a global scale.
Vision
At the present time we are one of the internationally recognized high-end consulting companies in the field of quantitative finance, staying independent, middle-sized.
In fact, we are a key partner for major market participants for making quantitative finance work in practice. Basically our clients are banks, insurance and re-insurance companies, funds or family offices and public organizations looking for solutions to enhance their currency, equity and interest rate derivatives business.
Values
At MathFinance, we adhere to the highest standards of quality and client satisfaction. We uphold the values of honesty and integrity in business, which are essential to our continued success. Our clients choose to work with us again and again because they trust our expertise and quality.
Academic background & practical experience
Our unique combination of academic background and practical experience allows us to offer a distinctive perspective on all our projects. At MathFinance, we are committed to providing individual and professional service to each of our clients. Our company has a strong understanding of global working cultures.
We support green energy and socially responsible projects.
