发明名称 METHOD AND SYSTEM FOR PRICE DETERMINATION OF FINANCIAL DERIVATIVE
摘要 <p><P>PROBLEM TO BE SOLVED: To provide a method and system for attaining an automatic dealing functions, for example, via a worldwide computer network by calculating optional prices (for example, bid and offer prices). <P>SOLUTION: The method for providing bid prices and/or offer prices of options regarding underlying assets receives first input data corresponding to a plurality of parameters for defining the options, receives second input data corresponding to a plurality of present market conditions relative to the underlying assets, calculates a corrected theoretical value (CTV) of the options on the basis of the first and second input data, calculates bid/offer spreads of the options on the basis of the first and second data, calculates the bid prices and/or offer prices of the options on the basis of the corrected TV and the bid/offer spreads, and supplies output corresponding to the bid prices and/or offer prices of the options. <P>COPYRIGHT: (C)2009,JPO&INPIT</p>
申请公布号 JP2009003958(A) 申请公布日期 2009.01.08
申请号 JP20080211682 申请日期 2008.08.20
申请人 SUPERDERIVATIVES INC 发明人 GERSHON DAVID
分类号 G06Q40/00;G06Q40/04 主分类号 G06Q40/00
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