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|  | Research & Analyses | |
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| | Convertible Bonds | |
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 | Calyon convertible research provides research and recommendations on the European convertible market for Outright and Hedge fund customers.
The team consists of two analysts, Pierre-Marie Piquet (outright) and Simon Gould (Hedge Funds).
The research is extensive offering many dedicated publications: Daily News, Detailed Convertible Review, Monthly Review, New Issues Flash, Technical Reports and Annual Guide.The published research also includes our convertible database which is sent to clients to run on their computers : offering historics, graphics (implied volatility, implied credit spread…), search & reporting facility. More than 100 CBs with implied and assumed credit spreads, volatilities, valuations, historic and option volatility, CDSs, corporate bonds.
We also develop additional CBs tools (Spreadsheets, Bloomberg Tools...) internally, externally and some tailor-made for clients (presentations, meetings, dedicated studies…).
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 Daily News
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The Daily News gives every morning the summary of the equity news affecting the European Convertible Bond Universe. It briefly and concisely describes the news and its impact, with the "house view". The impact on the convertible is also given with pricing impact (valuation, clauses and details).
Market Review | |
The Market Review, a monthly document, explains the convertible market in terms of volatility movement, credit spread, share performance etc. Each section describes what has happened and our view going forward (were appropriate). For example the volatility section explains what has happened to convertible volatility and compares this with changes in option volatility level (and shape) as well as historic volatilities. From this we give our view on convertible volatility levels.
Convertible Flash | |
The Convertible Flash is a detailed convertible report representing a strong idea or recommendations. It covers many different themes including outright and hedge recommendations, credit spread studies and technical reports.
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