Mathematical Models for the Finance Industry
simply closer to the market
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 derivatives, from mathematical modeling, implementation of pricing libraries, consulting in the area of exotic options and structured products up to the 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 acts on a global scale together with its business partners. We believe in delivering
the best solutions available in the market. Through our carefully chosen network of professionals
we are able to maintain this high standard.
Prof. Dr. Uwe Wystup
Founder & Managing Director
Uwe specializes in expert reports, conflict resolution, especially in derivatives, training, structuring and independent valuation.
Senior Financial Engineer
Andreas develops and implements pricing tools for financial derivatives.
Lars focuses on model Validation, testing and investment strategies.
Prof. Dr. Thorsten Schmidt
Senior Financial Engineer
Thorsten develops new approaches for model risk, ambiguity, XVA and consistent recalibration schemes. He is currently Professor for Mathematical Stochastic at the University of Freiburg.
Managing Director of MathFinance Asia
Charles focuses on risk advisory and business development practises. He is responsible for MathFinance Singapore office.
Tanja is Executive Assistant as well as Office Manager at MathFinance.
Preferred Associated Consulting Experts
Dr. Reinhard Baltin
Managing Director at Quantiko
Reinhard’s focus is on derivatives’ pricing, model development and implementation.
Prof. Dr. Christoph Becker
Professor for Financial Mathematics and Stochastics at the University of Applied Sciences Darmstadt
Christoph specializes in financial econometrics, systemic risk measurement, early warning systems and training.
Dr. Mario Dell’Era
Head of Quant front Office at ENOI
He is Quantitative Analyst on Energy Commodities markets (Gas, Power, Oil) and software developer: expert of Time Series Analysis, Forecasting algorithms, Numerical methods for Option Pricing, Gas Storage Optimization Algorithms, Portfolio Optimization by Machine Learning techniques
Dr. Fiodar Kilin
Kilin & Kilina GmbH
Fiodar is an expert in exotic equity derivatives and volatility derivatives. He has more than 12 years of experience in front office and risk management projects.
Prof. Dr. Natalie Packham
Professor of Mathematics and Statistics at Berlin School Economics and Law
Natalie’s experience includes the development and implementation of pricing models in the fixed income and credit derivatives area.
Dr. Christian Schäffler
Christian is business partner of MathFinance AG and Director of S2C GmbH. His focus is on Treasury, Risk Management and Regulatory Reporting with focus to Basel III/Basel IV.