Volatility based futures products
US9710854B2 · kind B2 · utility
3Cited by
6References
19Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Dec 19, 2013 |
| Grant date | Jul 18, 2017 |
| Priority date | — |
| Expiry date | Dec 19, 2033 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method of providing a financial product may include obtaining, by a computer device, pricing information about a financial market over a specified duration, the pricing information including at least a high price and a low price occurring within the duration. The computer device may be configured for determining a volatility associated with the market, the volatility based, at least in part, on the pricing information and determining a settlement price for a cash settled futures product using the volatility of the market over the specified duration.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.