Uwe Wystup, Professor of Quantitative Finance at HfB Business School of Finance and Management in Frankfurt, Germany UweWystupisalsoCEOofMathFinanceAG,aglobalnetworkofquantsspecializinginQuan- titative Finance, Exotic Options advisory and Front Office Software Production. Hello Select your address Best Sellers Today's Deals Electronics Customer Service Books Home Gift Ideas New Releases Computers Gift Cards Sell The authors introduce common FX market quoting conventions and describe in detail the subtleties embedded in these quotations. All content in this area was uploaded by Uwe Peter Wystup on May Uwe Wystup is also CEO of MathFinance AG, a global network of quants specializing in Quan- titative Finance, Exotic Options advisory and Front Office Software Production. Previously he was a Financial Engineer and Structurer in the FX Options Trading Team at Commerzbank. Before that he worked for Deutsche Bank, Citibank, UBS and Sal.
11 Gru 2018 Informacje o FX Options and Structured Products UWE WYSTUP - 7689518487 w archiwum Opis. Księgarnia obcojęzyczna poleca książkę: Uwe Wystup is the author of FX Options and Structured Products (4.43 avg rating, 7 ratings, 0 reviews, published 2007), FX Options Explained, Volume 1 (4
Master the why and how of FX market products and strategies with the highly illustrative, hands-on guidance in FX Options and Structured Products, Second Edition. About the Author UWE WYSTUP is the founder and managing director of Math-Finance AG, a consulting and software company specializing in quantitative finance, implementation of
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Uwe Wystup is also CEO of MathFinance AG, a global network of quants specializing in Quan- titative Finance, Exotic Options advisory and Front Office Software Production. Previously he was a Financial Engineer and Structurer in the FX Options Trading Team at Commerzbank. Before that he worked for Deutsche Bank, Citibank, UBS and Sal. FX Volatility Smile Construction Dimitri Reiswich Frankfurt School of Finance & Management Uwe Wystup MathFinance AG, e-mail: uwe.wystup@mathfi nance.com Abstract The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in 2 Dimitri Reiswich, Uwe Wystup 1 Delta– and ATM–Conventions in FX-Markets 1.1 Introduction It is common market practice to summarize the information of the vanilla options market in the volatility smile table which includes Black-Scholes implied volatili-ties for different maturities and moneyness levels. The degree of moneyness of an I further want to express my gratitude to Dr. Jur¤ gen Hakala, Dr. Uwe Wystup and the whole team of Quantitative FX Reseach at Commerzbank Frankfurt for suggesting the topic of the thesis and their support throughout its development. I also want to thank Alexander Lipton for his clarications and last but not least my wife Chen Nee for her MathFinance, founded by Uwe Wystup in 2003, is an independent consulting and software company specializing in risk management of derivatives in all asset classes. Our pricing libraries, consulting in exotic options and structured products, independent studies have been used by a variety of banks, asset managers, and software companies.