Invention Grant
US08417615B2 Methods and systems for computing trading strategies for use in portfolio management and computing associated probability distributions for use in option pricing
有权
用于计算用于投资组合管理的交易策略的方法和系统，以及用于期权定价的计算相关的概率分布
- Patent Title: Methods and systems for computing trading strategies for use in portfolio management and computing associated probability distributions for use in option pricing
- Patent Title (中): 用于计算用于投资组合管理的交易策略的方法和系统，以及用于期权定价的计算相关的概率分布
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Application No.: US13009725Application Date: 2011-01-19
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Publication No.: US08417615B2Publication Date: 2013-04-09
- Inventor: Ronald L. Johannes
- Applicant: Ronald L. Johannes
- Agency: Klarquist Sparkman, LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00
Abstract:
Exemplary methods and systems for creating uncorrelated trading strategies and deriving associated implied probability distributions of the price of an underlying financial instrument at future times are disclosed, applicable to stock market prices, interest rates, currency exchange rates, commodity prices and credit spreads.
Public/Granted literature
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