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ACCURACY

ACCURATE PRICING MODELS DRIVE INSIGHTFUL DECISION-MAKING

BALANCE

EQUITY TO CREDIT SOLUTIONS WITH JUST THE RIGHT BALANCE

PERFORMANCE

FAST, SUPERIOR NUMERICS ACHIEVE BEST-IN-CLASS PERFORMANCE

RELIABILITY

PROVEN EXPERTISE TO WEATHER FINANCIAL VOLATILITY

RESPONSIVENESS

UNPARALLELED, WORLD-CLASS CUSTOMER SUPPORT AND SERVICE

The Convertible Bond Pricing Solution
Opscore is our complete front-office solution for the pricing, the hedging and the analysis of convertible securities. It consists of three components: a data model of terms and conditions, a pricing engine and an excel front-end.
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  • London, May 19, 2016 at the Royal Institution: ITO33/Kite Surf 1st VOLATILITY S...
  • Paris, June 02, 2015 - ITO 33 announces a new major version of Opscore
  • ITO 33 is Sponsor of Quant Europe 2015
  • ITO 33 is Sponsor of Global Derivatives USA 2014.
  • ITO 33 is Sponsor of Trading and Investment Risk 2014
  • London, June 17, 2013 - ITO 33 presents OPSCORE 3.7 New Version
  • ITO 33 in Risk Magazine annual Software Survey December 2012
The Equity Derivatives Pricing Expert
Pricing and hedging equity derivatives and volatility derivatives in a rigorous and consistent framework requires accounting for jumps, stochastic volatility and sometimes stochastic credit (for single names). The underlying price dynamics must be allowed to assume different Brownian volatility and hazard rate parameters.

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