http://rdf.ncbi.nlm.nih.gov/pubchem/patent/WO-2011080727-A2
Outgoing Links
| Predicate | Object |
|---|---|
| assignee | http://rdf.ncbi.nlm.nih.gov/pubchem/patentassignee/MD5_f3819e480c4b6486b0a8786169b020e1 http://rdf.ncbi.nlm.nih.gov/pubchem/patentassignee/MD5_131f5d9de4e599fbbb9f60eb834a0965 |
| classificationCPCInventive | http://rdf.ncbi.nlm.nih.gov/pubchem/patentcpc/G06Q40-06 http://rdf.ncbi.nlm.nih.gov/pubchem/patentcpc/G06Q40-04 |
| classificationIPCInventive | http://rdf.ncbi.nlm.nih.gov/pubchem/patentipc/G06Q40-00 |
| filingDate | 2011-01-04-04:00^^<http://www.w3.org/2001/XMLSchema#date> |
| inventor | http://rdf.ncbi.nlm.nih.gov/pubchem/patentinventor/MD5_a49fb190aff939e9566840c569f475a9 |
| publicationDate | 2011-07-07-04:00^^<http://www.w3.org/2001/XMLSchema#date> |
| publicationNumber | WO-2011080727-A2 |
| titleOfInvention | Device, method and system of pricing financial instruments |
| abstract | Some demonstrative embodiments include methods, devices and systems of pricing financial instruments. In one embodiment, a pricing module may be configured to receive first input data and second input data corresponding to at least one current market condition relating to an underlying asset, and, based on said first and second input data, determine a price of the first option according to a volatility smile satisfying a first criterion relating to a sum of a first correction corresponding to the first option and a second correction corresponding to a second option, wherein the first correction relates to a difference between a theoretical price of the first option and the price of the first option according to the volatility smile, and wherein the second correction relates to a difference between a theoretical price of the second option and the price of the second IS option according to the volatility smile. |
| isCitedBy | http://rdf.ncbi.nlm.nih.gov/pubchem/patent/CN-110363664-A |
| priorityDate | 2010-01-04-04:00^^<http://www.w3.org/2001/XMLSchema#date> |
| type | http://data.epo.org/linked-data/def/patent/Publication |
Incoming Links
Total number of triples: 81.