Convertible Bond Solutions

We have had extensive experience with all aspects of Convertible Arbitrage
portfolio management and analytics.
We have developed trading tools for Convertible Bonds that have been
successfully used in Hedge Funds for trading, hedging and risk management.

Our complete solutions include the development of:
Pricing and risk Models (jump diffusion & traditional)
Dynamic Hedging application for hedging equity exposure of CB
Real-time quote analysis system for parsing dealer quotes and
identifying rich/cheap convertibles.
Kayvon Group
Convertible
Arbitrage