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
- FAS 123R: Accounting for Employee Stock Options
- FAS 133: Accounting for Derivatives Instruments and Hedging Instruments
- FAS 157: Fair Value Measurements
- Basel Standards
Equity Award Plan Design
- Designing incentive equity award plans for HR departments
- Independent plan valuations for compensation committees
Training Seminars
- MITI professional development seminars
- Onsite and online training seminars that integrate quantitative financial theory with practical application.
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, FRMSorin Straja, Ph.D., FRM
Thomas McGourn, CFA
Michael Peng, Ph.D.
