OTC Derivatives Pricing Models

TOPS

TOPS is the brainchild of Savvysoft's founder, Rich Tanenbaum , an original member of the first OTC derivatives desk on Wall Street, and the former head of derivatives research at Bankers Trust (now Deutsche Bank). The software reflects this pedigree in the breadth of option models offered, its modular design, and the exceptionally easy-to- use deal entry and deal valuation screens.

A rapidly expanding line of nearly 100 OTC and exchange-traded derivatives models, TOPS provides models to price and hedge all types of derivatives:

Interest Rate models
Credit models
Equities models
FX models
Commodities models
Inflation models
Convertibles models
MBS models
Energy models
Electricity models