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Introducing F(x), MathFinance's desktop application for pricing a range of popular
foreign exchange derivative products.
The MathFinance Interest Rate Calculation Library is user friendly and saves you
a lot of time in the calibration process.
Designed as an excel front-end, it covers multi-curves and valuation of swaps, caps,
floors and swaptions. Moreover, our intuitive wizards offer the guidance needed
to price any unquoted instrument.
Detailed handling of each cash flow, based on conditions; Investment strategies
include stop-loss, CPPI, actuarial reserve funds and hybrids. Sample contract conditions
are processed via dictionary concept. Model includes displaced jump diffusion and
Pension Calculator for a simulation of such long-term investment plans.
The Fx Option Pricer is a web app using our pricing library. The library is used
in the structuring suite ICY Fx at many banks and treasury departments all over
The Pension Calculator allows analysing and comparing investment strategies, especially
for the long term, with and without guarantees. You may enter how you want to invest
(one-time, yearly, monthly), we compute federal bonus payments and the distribution
of the capital available when you retire.
We have managed to condense on 6 pages decades of practical knowledge, thus making
the CheatSheet an everyday easy to carry-on reference manual and it also contains
all you need to know as a quant to pass exams and interview questions!
With The Ultimate Quant Cheat Sheet project we support local charity organizations.
8.00 EUR will be donated to charity for each purchased cheat sheet.
The catalogue contains analytic option pricing formulae: values, Greeks, properties,
numerical examples. We also offer free sample source code in FORTRAN 90, C++, Visual
Basic and Mathematica.
If you would like to submit your own contribution, we are glad to help. Please contact us!
With more than 800 copies sold throught the world, this book is a wonderful opportunity
to gain knowledge and insight in the area of FX Risk.
Written by Uwe Wystup, the book explains the most popular products and strategies
with a focus on everything beyond vanilla options, dealing with these products in
an accessible manner and giving practical applications and structuring ideas.
Written by Oliver Brockhaus et al., the book goes into an in-depth analysis of probability
theory and stochastic calculus as well as alternative approaches for products that
cannot be valued within these frameworks. It provides a practical approach for hedging
equity products beyond delta hedging and discusses practical implementation in detail.
Written by Oliver Brockhaus et al., the book addresses the latest advancements in
products and models including skew models, volatility contracts, and implementation
of generic pricing tools. It brings the distilled knowledge and experience of an
expert Deutsche Bank team to your desk.
Our research papers are published in Finance&Stochastics, Quantitative Finance,
Applied Mathematical Finance, the Journal of Derivatives, the Review of Derivatives
Research, the European Actuarial Journal, Derivatives Week and the FX sections in
Wiley's Encyclopedia of Quantitative Finance.
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