Consulting Services

Montgomery Investment Technology, Inc. offers consulting services for:

• Valuations of Financial Contracts
  • Options
  • Exotic Options
  • Fixed Income Securities
  • Futures and FX
• Risk Analysis
  • Advanced Price Distribution Analysis
  • Numerous Volatility Calculations
  • Value at Risk: Equities, Futures, FX, Option
• Regulatory
  • FAS 123R: Accounting for Employee Stock Options
  • FAS 133: Accounting for Derivatives Instruments and Hedging Instruments
  • Basel Standards

Download a Free demo version of our products!

Financial Risk Consulting Group

The Financial Risk Consulting Group offers a team of consultants with diverse backgrounds to assist your organization with pricing complex financial contracts, analyzing financial risk exposure and creating customized software solutions using the latest methodologies and technologies.Our consulting team has experience in trading and managing options, complex derivatives, fixed income securities and futures.

Extensive academic and empirical research in the areas of Value at Risk, advanced statistical analysis of price distributions, Monte Carlo simulation and Finite Difference method allows a bridge between theory and practice to be traversed.

Consulting Team:

George Montgomery, CFA, FRM

Sorin Straja, Ph.D., FRM

Walter Haslett, CFA, FRM

Dunmu Ji, Ph.D.

Andy Hsu, Ph.D.