Opscore Web Service

ITO33’s Opscore Web Service delivers easy, cutting-edge engagement with the convertible bonds market for non-specialists

Two decades in the market have seen ITO33 firmly establish itself as the solution provider of choice for convertible bond specialists. This gold standard is delivered via Opscore, the firm’s front-office solution for pricing, hedging, and analysis of convertible securities. Opscore brings together the most advanced data model of terms and conditions available in the market, and a pricing engine built on ITO33’s cutting-edge research and methodologies – the core of the firm’s expertise.

ITO33’s unique perspective and position in the market has led to the development of a new service which will broaden access to the firm’s expertise beyond dedicated convertibles players to users who are not 100 percent focused on the asset class. Potential users include risk management groups, valuation needs, equity financing desks, securities lending/ financing, collateral management teams, and prime brokers dealing with convertible bonds.

Logged-in members can download the article by clicking the link under all the “Related Posts” below. If there isn’t a link then you aren’t logged in! To log in or register visit here.

Related Posts

Amaranthus Extermino On September 19, 2006 the hedge fund Amaranth Advisors of Greenwich, Connecticut announced that it had lost $6 billion, about two thirds of the $9...
Building Your Wings on the Way Down Ray Bradbury famously defined “living at risk” as jumping off a cliff and building your wings on the way down. Too many financial risk managers wh...
Software Frameworks in Quantitative Finance, Part ... We discuss a number of ongoing efforts when developing customizable software systems and frameworks for problems in Quantitative Finance. In particu...
Teraflops for Games and Derivatives Pricing Financial computing continuously demands higher computing performance, which can no longer be accomplished by simply increasing clock speed. Cluster...
The Alternating Direction Explicit (ADE) Method fo... In this article we apply the ADE method to a number of partial differential equations in option pricing using one-factor models (Black–Scholes, loca...
An Asymptotic FX Option Formula in the Cross Curre... In this article, we introduce analytic approximation formulae for FX options in the Libor market model (LMM). The method to derive the formulae is an ...
Rootless Vol Even if you started out clueless about the volatility σ , given a good enough measuring stick and fast enough hands you ought to be able to measure ...
Forecasting the Yield Curve with S-Plus Methods capable of forecasting the entire yield curve based on a time series extension of the Nelson-Siegel model Nelson and Siegel (1987) were su...
Download Full Article Here
ITO33’s unique perspective and position in the market has led to the development of a new service...
06-07_ito33_hires_nov17