Custom Derivatives Modeling Services

Our TOPS suite of models is far and away the most comprehensive on the market. Chances are, if you have a derivative you need to price, Savvysoft has a model that handles it. But, on the odd chance we don't, give us a call anyway. With our custom modeling services, Savvysoft can build new pricing models extremely quickly, and deliver them as both callable subroutines and Excel addin functions.

How can we derive brand new mathematical models so quickly? We've automated model building. Thanks to our OmniPricer tool, we're able to concentrate on the unique features of a new instrument, and avoid reinventing the wheels the model shares with existing structures. The result is a stable, robust, and accurate model, delivered with virtually no turnarond time. And the faster you get the model, the sooner you can take advantage of the profit opportunities brand new structures present.

But the service doesn't stop with the delivery of a DLL. We're here to help you every step of the way, from integrating the model into your systems, to learning how to use it, to working with internal risk managers and external auditors to validate the model.

If you have a derivative you need to price, please contact us to discuss how we can help you.