发明名称 |
METHODS AND SYSTEMS FOR CREATING A CREDIT VOLATILITY INDEX AND TRADING DERIVATIVE PRODUCTS BASED THEREON |
摘要 |
A computer system for calculating a credit volatility index comprising memory configured to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to receive data regarding options on credit default swap index derivatives; calculate, using the data regarding options on credit default swap index derivatives, the credit volatility index; and transmit data regarding the credit volatility index. |
申请公布号 |
US2015269676(A1) |
申请公布日期 |
2015.09.24 |
申请号 |
US201514722994 |
申请日期 |
2015.05.27 |
申请人 |
Applied Academics LLC |
发明人 |
Mele Antonio;Obayashi Yoshiki |
分类号 |
G06Q40/04 |
主分类号 |
G06Q40/04 |
代理机构 |
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代理人 |
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主权项 |
1. A computer system for calculating a credit volatility index comprising:
memory configured to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to:
receive data regarding options on credit default swap index derivatives;calculate, using the data regarding options on credit default swap index derivatives, the credit volatility index; andtransmit data regarding the credit volatility index. |
地址 |
New York NY US |