Methods and Systems for Creating and Trading Derivative Investment Products Based on a SKEW Index

摘要

Systems and methods for creating and disseminating a SKEW index based on a statistical property reflecting the skewness of an underlying asset and creating and trading derivative investment products based on the SKEW index are disclosed. In one aspect, a SKEW index associated with an underlying asset is calculated. The SKEW index is accessed and a SKEW derivative is created based on the SKEW index. Information associated width the SKEW derivative is then transmitted for display.

主权项

1. A computer-implemented method of creating a SKEW derivative, the method comprising:
accessing a SKEW index associated with an underlying asset; creating, with a processor, a SKEW derivative based on the SKEW index; and transmitting, with the processor, information associated with the SKEW derivative for display.