NitroX Consulting Information

Nitrox Consulting offers solutions to the problems engendered by the 2007 financial crisis by providing pricing and risk management tools including the most up-to-date technologies used in leading banks. Nitrox consulting products are Pricing and Risk Management tools for Vanilla and Exotic Interest Rate Derivatives (swaps OIS, Libor and Inflation, cap/floors, collars, straddles, strangles, digitals, bermudians or cancellable swaps). They take the form of ready-made templates based on Excel add-ins written in C++. Hence they allow the pricing and hedging of standard products, vanilla or exotics, but they also offer tailor-made solutions adapted to the more complex structures.