System for pricing financial instruments
US7979336B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Feb 25, 2008 |
| Grant date | Jul 12, 2011 |
| Priority date | — |
| Expiry date | Oct 19, 2029 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method of determining an estimate of the market value of a traded unit of a financial instrument, and apparatus for carrying out the method, said instrument comprising a fund of individually priced securities and the exact composition of said fund being withheld from the market, said method comprising selecting a plurality of mutually independent risk factors, each risk factor being representative of market behaviour estimated to be significant to the price behaviour of the traded unit, obtaining information from a third party holding information regarding the composition of said fund regarding the actual significance of said risk factors to the value of said traded unit, and calculating a value for said traded unit on the basis of said significances.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.