Savvysoft
www.savvysoft.com Savvysoft's award-winning derivatives software performs pricing, hedge accounting, asset-liability management, risk management and historical backtesting of a broad range of exchange-traded and OTC derivatives instruments. Featuring OmniPricer, which can price any conceivable type of OTC derivative instrument from any market, OTCBacktesting&Risk, an app on Bloomberg that lets you perform lightning fast historical backtesting of many OTC instruments, and Calc4Web, an Excel add-in, which automatically and instantly converts mathematical formulas into C subroutine libraries. Derivatives market coverage includes Interest Rate, Equity, FX, Commodities, Convertibles, MBS, Credit, Energy and Electricity. Derivatives instrument coverage includes exotic OTC structures (CDO, TARN, Snowball) as well as popular plain vanilla structures (Barrier, Bermudan, Asian). Savvysoft products are available on the cloud (ASP), as a standalone system, subroutine libraries, Excel spreadsheet add-ins and as an app on the Bloomberg Terminal. Products include: OTCBacktesting&Risk: A $499 app on the Bloomberg Terminal (APPS Savvy
Savvysoft's award-winning derivatives software performs pricing, hedge accounting, asset-liability management, risk management and historical backtesting of a broad range of exchange-traded and OTC derivatives instruments. Featuring OmniPricer, which can price any conceivable type of OTC derivative instrument from any market, OTCBacktesting&Risk, an app on Bloomberg that lets you perform lightning fast historical backtesting of many OTC instruments, and Calc4Web, an Excel add-in, which automatically and instantly converts mathematical formulas into C subroutine libraries. Derivatives market coverage includes Interest Rate, Equity, FX, Commodities, Convertibles, MBS, Credit, Energy and Electricity. Derivatives instrument coverage includes exotic OTC structures (CDO, TARN, Snowball) as well as popular plain vanilla structures (Barrier, Bermudan, Asian). Savvysoft products are available on the cloud (ASP), as a standalone system, subroutine libraries, Excel spreadsheet add-ins and as an app on the Bloomberg Terminal. Products include: OTCBacktesting&Risk: A $499 app on the Bloomberg Terminal (APPS Savvy
Country
State
New York
City (Headquarters)
New York City
Industry
Employees
11-50
Founded
1990
Estimated Revenue
$1,000,000 to $5,000,000
Social
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President
Email ****** @****.comPhone (***) ****-****Director of Interest Rate Derivatives Modeling
Email ****** @****.comPhone (***) ****-****Director of Modeling
Email ****** @****.comPhone (***) ****-****Managing Member
Email ****** @****.comPhone (***) ****-****
Technologies
(5)