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Savvysoft Head Office

17 State St.
New York
NY
US

Telephone

212 742-8677

Contact

Rich Tanenbaum
[email protected]

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.

View other products from Savvysoft

TOPS - Derivatives pricing models

TOPS is a set of pricing models for the widest range of plain vanilla and exotic derivatives. Broad asset coverage includes Fixed Income, Equties, FX, Commodities, Convertibles, MBS, Energy, Electricity and Credit Derivatives. Savvysoft’s been ranked the #1 Derivatives Analytics vendor for 5 years. TOPS Fixed Income is a suite of 34 multi-functional, models for …

OTC Backtesting&Risk

 An app on the new Bloomberg App Portal, Savvysoft OTC Backtesting&Risk streamlines the backtesting and risk assessment of illiquid OTC derivatives and To-Be-Announced OTC derivatives structures. For the first time ever, Savvysoft’s top-ranked derivatives models have been seamlessly integrated with Bloomberg’s wealth of historical derivatives data resulting in backtesting and risk assessment that are orders …

STARS ALM

 Savvysoft, the award-winning derivatives analytics provider, has just released a new Asset/Liability Management system. Called STARS ALM, it allows institutions to optimize their debt and investment mix, and measure their risk across scenarios. STARS ALM handles investments in every asset class, including both domestic and international debt and equity, as well as fixed and floating …