Uwe Peter Wystup

Professor of Financial Option Price Modeling and Foreign Exchange Derivatives

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About Uwe Peter Wystup

Uwe Wystup joined the department of Mathematics and Computer Science in October 2013 as a professor of financial option price modeling and foreign exchange derivatives in a part-time assignment. He teaches in the Financial Mathematics Master program.

Uwe Wystup is the founder and managing director of MathFinance AG, a consulting and software company specializing in Quantitative Finance, implementation of derivatives models, valuation and validation services. 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. Oppenheim jr. & Cie. Uwe holds a PhD in mathematical finance from Carnegie Mellon University. He also lectures on financial engineering as an honorary professor at Frankfurt School of Finance & Management, and National University of Singapore.


He has given several seminars on exotic options, numerical methods in finance and volatility modeling. His area of
specialization are the quantitative aspects and the design of structured products of foreign exchange markets. He published two books on Foreign Exchange Risk and FX Options and Structured Products and articles in many journals including Finance and Stochastics, Review of Derivatives Research,  European Actuarial Journal, Journal of Risk, Quantitative Finance, Applied Mathematical Finance, Wilmott, Annals of Finance, Applied Operational Research, and the Journal of Derivatives. He also edited the section on Foreign Exchange Derivatives in Wiley's Encyclopedia of Quantitative Finance.


Uwe has given many presentations at both universities and banks around the world and regularly acts as expert and expert witness in derivatives litigation. Further information and a detailed publication list is available at www.mathfinance.com.

Statute & functions

Zelfstandig academisch pers.
  • hoogleraar

Contact

Campus Middelheim
Middelheimlaan 1
M.G.112
2020 Antwerpen
Belgiƫ
Tel. 032653889
Fax 032653777
       032653204
uwepeter.wystup@uantwerpen.be