发明名称 |
Pricing module for financial advisory system |
摘要 |
The pricing module of the present invention provides a single module that models both fixed-income securities and equity securities into the future in an arbitrage-free model. Because the modeling includes both fixed-income securities and equity securities that are modeled based on common input state variables and does not allow arbitrage conditions between the fixed-income securities and the equity securities (as well as no arbitrage within a security class), the present invention provides an improved pricing module as compared to those in the prior art.
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申请公布号 |
US6125355(A) |
申请公布日期 |
2000.09.26 |
申请号 |
US19970982941 |
申请日期 |
1997.12.02 |
申请人 |
FINANCIAL ENGINES, INC. |
发明人 |
BEKAERT, GEERT;GRENADIER, STEVEN R.;JONES, CHRISTOPHER L.;SCOTT, JASON S.;WATSON, JOHN G. |
分类号 |
G06Q40/00;(IPC1-7):G06F17/60 |
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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