发明授权
US07881993B2 System, method and computer product for optimal pricing of a financial product
有权
系统,方法和计算机产品,用于金融产品的最优定价
- 专利标题: System, method and computer product for optimal pricing of a financial product
- 专利标题(中): 系统,方法和计算机产品,用于金融产品的最优定价
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申请号: US10814698申请日: 2004-03-30
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公开(公告)号: US07881993B2公开(公告)日: 2011-02-01
- 发明人: Abhinanda Sarkar , Debasis Bal , Awadhesh Kumar
- 申请人: Abhinanda Sarkar , Debasis Bal , Awadhesh Kumar
- 申请人地址: US NY Niskayuna
- 专利权人: General Electric Company
- 当前专利权人: General Electric Company
- 当前专利权人地址: US NY Niskayuna
- 代理商 Richard DeCristofaro
- 主分类号: G06Q40/00
- IPC分类号: G06Q40/00
摘要:
System, method and computer program product for optimal pricing of financial products. Data related to the financial product is extracted from at least one data source. A structured data file is generated from the data. The structured data file comprises a plurality of attributes and a plurality of price parameters related to the financial product. The plurality of price parameters comprise a price conversion probability measure and a business measure parameter associated with the financial product. Then, the optimal price associated with the financial product is estimated based on the plurality of attributes, the plurality of parameters, the price conversion probability measure and the business measure parameter.
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