Consulting Services

Montgomery Investment Technology, Inc. offers a comprehensive suite of valuation consulting services.

Valuations of Financial Contracts

  • Options
  • Exotic Options (path dependent)
  • Fixed Income derivatives
  • Advanced Volatility and Price Distribution Analysis
  • Value at Risk: Equities, Futures, FX

Regulatory

  • ASC 718: Share-Based Payment
  • ASC 815: Derivatives and Hedging
  • ASC 820: Fair Value Measurement
  • Basel Standards

Equity Award Plan Design

  • Designing incentive equity award plans for HR departments
  • Independent plan valuations for compensation committees

Training Seminars

Financial Risk Consulting Group

The Financial Risk Consulting Group offers a team of consultants with diverse backgrounds to assist your organization with valuing complex financial contracts, analyzing financial risk exposures, performing Value-at-Risk measurement and creating customized software solutions using the latest methodologies and technologies. Our financial engineering consulting team has experience in trading and managing options, complex derivatives, fixed income securities and futures.
Closed-form, numerical and Monte Carlo simulation valuation methods are used to bridge quantitative financial theory and real world practice.

Consulting Team:

George Montgomery, CFA, FRM
Sorin Straja, Ph.D., FRM
Thomas McGourn, CFA
Michael Peng, Ph.D.


Call 610-688-8111 today to learn more about our comprehensive suite of services and products.