Credit Solutions

We have had extensive experience with all aspects of Credit products.
We have developed trading tools for Credit products that have been successfully
used in Hedge Funds for trading, hedging and risk management.

Our solutions include the development of:
Pricing and risk Models for CDS, synthetic CDO, CDS options
Real-time quote analysis system for parsing spread & tranche related
dealer quotes.
Merton based Credit/Equity strategies
Macro Credit Models
Kayvon Group