Simply closer
to the market
Derivatives Training
We provide in-house training and coaching on derivatives, models and structuring. Delegates from over a hundred banks have been trained in FX options. In addition, we organise quant training programmes for banks (trading, risk management, model validation) on financial products, valuation, modelling, risk management and applications.
Course details
Who should enroll?
Traders: To deepen the technical background
Risk Managers: To understand the front-office way of thinking
Structurers: To learn more about pricing and models
Sales People: To get the overview of product development and smile adjustments
Quants/ Financial Engineers: To learn how the products are used
Researchers: To understand the practical matters
This course is for anyone new to Derivatives and for those who need to bring their knowledge up to date and learn how the overall FX options market works. The course covers the relevant market data, FX volatility smile construction, Greeks with and without smile, applications of FX options in treasury and private banking.
Why choose us?
OUR EXPERIENCE
Uwe Wystup has been teaching this course for over 20 years and refines it constantly to the specific needs of the banking industry.
OUR CUSTOMERS
Following banks and software companies have sent regular participants to these courses:
ABN Amro, Bank of America MerrilLynch, Banca IMI, Bank of Thailand, Barclays, Bloomberg, BNP Paribas, BHF-Bank, Commerzbank, Danskebank, Deka Bank, Dresdner Kleinwort, DZ Bank, GPS Capital Markets, HSBC, ICICI Bank, ING, KBC Belgium, La CaixaSpain, LandesbankiIsland, Lippobank, Lloyds, Maybank, Morgan Stanley, Nordea, OCBC, Royal MerchandBank South Africa, RBS, Standard Chartered, SIAM Commercial Bank, Superderivatives, The Austrian Banking Regulation Association, UBS, Unicredit, Wachovia (USA), World Bank
WE MAKE A DIFFERENCE
Uwe and his team at MathFinance work on the current challenges of the financial industry in their projects on a daily basis. They belong to the few global hybrids working on bridging the gap between the derivatives market and academic research.
Selected Readings by Professor Uwe Wystup in Wilmott's FX Column
Some quotes from former attendees:
“I would like to thank Uwe Wystup for providing this course. It is very well organized, hundreds of questions were answered, many details clarified, especially those that one can hardly find in a text-book. I really enjoyed it, thank you.”
“Best balance between practice and theory”
“Great course with in-depth about (exotic) FX options. Uwe clearly has lots of experience and explains the complex material very clear.”
“Wystup is good!”
Training Calendar
Interest Rate Derivatives and Equity Derivatives courses can also be provided on demand. For further information about the courses, please contact us at: info@mathfinance.com
| Title | Dates | Location | Trainer | Participants | Price | Download |
|---|---|---|---|---|---|---|
| FX Exotic Options | upon request | Onsite and Online | Prof. Dr. Uwe Wystup | max. 20 | upon request | FXExoticOptionsSeminar-Inhouse_short agenda |
| FX Advanced Vanilla Options | upon request | Onsite and Online | Prof. Dr. Uwe Wystup | max. 20 | upon request | FX-AdvancedVanillaOptions-Seminar-Inhouse-Agenda_short-version |
| FX Structured Products | upon request | Onsite and Online | Prof. Dr. Uwe Wystup | max. 20 | upon request | FXStructuredProductsSeminar-Inhouse_Agenda short |
| Numerical Methods in Finance: Mental Arithmetics the Ancient Indian Way | upon request | Onsite and Online | Prof. Dr. Uwe Wystup | max. 20 | upon request | |
| Numerical Methods in Finance: Monte Carlo Simulation, PDE Methods, Greeks, Integration, Stochastic Volatility, Transform Techniques | upon request | Onsite and Online | Prof. Dr. Uwe Wystup | max. 20 | upon request | |
| Machine Learning & Artificial Intelligence Applications for Financial Markets | Flexible | Online | Prof.Dr. Thorsten Schmidt | max. 60 | -early bird- for the first 10 | Registration Form |
| Machine Learning & Artificial Intelligence Applications for Financial Markets | Flexible | Online | Prof.Dr. Thorsten Schmidt | max. 60 | -early bird- for the first 10 | Registration Form |
Webinars
Structured Forwards
for Corporates
1 hr webinar by Prof. Uwe Wystup
FX Accumulators
and Target Forwards
25 min audio lecture by Prof. Uwe Wystup
What is a mustache in the financial markets?
min lecture snippet by
Prof. Uwe Wystup
as a part of the FX Options Seminar
Vol Smiles in USD/JPY
2 min video snippet by
Prof. Uwe Wystup
as a part of the FX Options Seminar
Künstliche Intelligenz und Machine Learning
15 min video snippet by
Prof. Thorsten Schmidt
