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

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United States of America Patent

APP PUB NO 20140304134A1
SERIAL NO

13857259

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ATTORNEY / AGENT: (SPONSORED)

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Abstract

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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.

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Patent Owner(s)

Patent OwnerAddress
CHICAGO BOARD OPTIONS EXCHANGE INCORPORATEDCHICAGO IL

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Shalen, Catherine T Chicago, US 22 411

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