OUR PRODUCTS

ITO 33 offers two products in the financial services space: Opscore and Volatility Manager.

Opscore is a 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.

Volatility Manager, on the other hand, is a robust pricing and hedging front office solution based on a proprietary regime switching model featuring jumps, stochastic volatility, and possibly stochastic credit. The underlying price dynamics assume different Brownian volatility and hazard rate parameters (default intensity) in the various regimes.