Methods and systems for valuating financial contracts involving early exercise
Number of patents in Portfolio can not be more than 2000
United States of America Patent
Stats
-
Apr 14, 2020
Grant Date -
Jan 31, 2013
app pub date -
Aug 9, 2012
filing date -
Feb 18, 2010
priority date (Note) -
In Force
status (Latency Note)
Importance
Abstract
Systems and methods are disclosed for valuating financial contracts and assessing the risk associated with such contracts. Such systems and methods receive valuation details and an internal contract representation related to the contract to value the contract. Internal contract representations describe the contract in terms of flow sets, cash flow functions, and choice functions Choice functions involve determining whether or not the information desirable to make the choice is available when the choice is to be made. If the information is not known for a particular choice function, then the choice function is replaced with a trigger rule. Trigger rules are determinable when the choice has to be made. Trigger rules are based on stochastic processes associated with the choice function.
First Claim
Family
International Classification(s)
Cited Art Landscape
Patent Citation Ranking
Advertisement
Advertisement
Advertisement
Recipient Email Address
Recipient Email Address
Comment
Recipient Email Address
Add to Portfolio(s)
To add this patent to one, or more, of your portfolios, simply click the add button.
This Patent is in these Portfolios:
Add to additional portfolios:
Last Refreshed On:
Changes done successfully