发明名称 |
Deriving a probability distribution of a value of an asset at a future time |
摘要 |
Data are received that represents current prices of options on a given asset. An estimate is derived from the data of a corresponding implied probability distribution of the price of the asset at a future time. Information about the probability distribution is made available within a time frame that is useful to investors, for example, promptly after the current option price information becomes available.
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申请公布号 |
US7236953(B1) |
申请公布日期 |
2007.06.26 |
申请号 |
US20000641589 |
申请日期 |
2000.08.18 |
申请人 |
ATHENA CAPITAL ADVISORS, INC. |
发明人 |
COOPER PHILIP A.;COOPER LISETTE;MYERS STEWART;FORNEY, JR. G. DAVID;SCOTT, JR. LEONARD L. |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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