公开(公告)号：US06862579B2

公开(公告)日：2005-03-01

申请号：US09902021

申请日：2001-07-10

申请人： Scott H. Mathews ,  Vinay T. Datar

发明人： Scott H. Mathews ,  Vinay T. Datar

IPC分类号： G06Q10/06 ,  G06Q40/00 ,  G06F17/60

CPC分类号： G06Q40/00 ,  G06Q10/06 ,  G06Q10/067 ,  G06Q40/06

摘要： Systems, methods and computer program products for performing a valuation of a contingent claim are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim. In this regard, the distribution of contingent future benefits is discounted according to a first discount rate, such as the weighted average cost of capital. The present value of a contingent future investment required to exercise the contingent claim is also determined based upon another appropriate discount rate, such as a risk-free rate of discounting. An average of the difference between the present value distribution of contingent future benefits and the present value of the contingent future investment is determined. By utilizing appropriate discount rates, the benefits and investment can be effectively valued, which, in turn, permits the contingent claim project to be effectively valued in an intuitive manner.

摘要翻译： 提供用于对或有债权进行估值的系统，方法和计算机程序产品，其初步确定归因于行使或有债权的或有未来利益的现值分配。 在这方面，或有未来利益的分配按照加权平均资本成本等第一贴现率折现。 行使或有债权所需的或有未来投资的现值也根据其他适当的折现率确定，如无风险折现率。 确定或有未来利益现值分配与或有未来投资现值之间的差额的平均值。 通过利用适当的贴现率，可以有效地估价利益和投资，这反过来又允许以直观的方式有效地估价或有的索赔项目。

公开(公告)号：US08204814B2

公开(公告)日：2012-06-19

申请号：US12696423

申请日：2010-01-29

申请人： Vinay T. Datar ,  Scott H. Mathews

发明人： Vinay T. Datar ,  Scott H. Mathews

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q10/06 ,  G06Q10/067 ,  G06Q40/06

摘要： Systems, methods and computer program products for performing a valuation of a contingent claim, such as a call or a put, are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim, such as according to a jump-diffusion model. The present value of an exercise price, such as a distribution of contingent future investments of a distribution of contingent future investments, required to exercise the contingent claim is also determined. An average of the difference between the present value distribution of contingent future benefits and the present value of the contingent future investment is determined. By utilizing appropriate discount rates, the benefits and investment can be effectively valued, which, in turn, permits the contingent claim project to be effectively valued in an intuitive manner.

摘要翻译： 提供用于对或有债权进行评估的系统，方法和计算机程序产品，例如看涨期权或期权，最初确定归因于行使或有债权的或有未来利益的现值分配，例如 根据跳跃扩散模型。 还确定了行使或有债权分配的或有未来投资的或有未来投资的分配行权价格的现值。 确定或有未来利益现值分配与或有未来投资现值之间的差额的平均值。 通过利用适当的贴现率，可以有效地估价利益和投资，这反过来又允许以直观的方式有效地估价或有的索赔项目。

公开(公告)号：US07627494B2

公开(公告)日：2009-12-01

申请号：US10453395

申请日：2003-06-03

申请人： Scott H. Mathews ,  Vinay T. Datar ,  Kevin Feely ,  David J. Gauss

发明人： Scott H. Mathews ,  Vinay T. Datar ,  Kevin Feely ,  David J. Gauss

IPC分类号： G06F17/60

CPC分类号： G06Q10/06 ,  G06Q10/0631 ,  G06Q10/0637 ,  G06Q10/06375 ,  G06Q10/067 ,  G06Q30/0201 ,  G06Q40/025 ,  G06Q40/06 ,  G06Q40/08

摘要： A systems, methods and computer program products are provided for modeling a monetary measure of a good, such as a cost or revenue associated with the good. A method begins by selecting at least one qualitative measure of maturity for at least one technology associated with the good, where each qualitative measure of maturity is associated with a distribution such that each technology is correspondingly associated with a distribution. Next, a monetary point is associated with each technology, and thereafter a monetary distribution is determined for each technology based upon a respective monetary point and a respective distribution. A plurality of monetary values are selected by randomly selecting the plurality of monetary values for each technology based upon a respective monetary distribution. Finally, the monetary measure for the good are modeled based upon the selected monetary values for each technology.

摘要翻译： 提供了一个系统，方法和计算机程序产品，用于建模一个商品的货币衡量标准，例如与商品相关的成本或收入。 一种方法首先是选择至少一种至少一种与该产品相关联的技术的成熟度定性测量，其中每个定性测量成熟度与分布相关联，使得每个技术与分配相对应。 接下来，货币点与每个技术相关联，然后基于相应的货币点和相应的分布，确定每种技术的货币分配。 基于相应的货币分配，通过随机选择每种技术的多个货币值来选择多个货币值。 最后，根据每项技术的选定货币价值，对货币进行货币衡量。

公开(公告)号：US08204775B2

公开(公告)日：2012-06-19

申请号：US12603215

申请日：2009-10-21

申请人： Scott H. Mathews ,  Vinay T. Datar ,  Kevin Feely ,  David J. Gauss

发明人： Scott H. Mathews ,  Vinay T. Datar ,  Kevin Feely ,  David J. Gauss

IPC分类号： G06Q10/00

CPC分类号： G06Q10/06 ,  G06Q10/0631 ,  G06Q10/0637 ,  G06Q10/06375 ,  G06Q10/067 ,  G06Q30/0201 ,  G06Q40/025 ,  G06Q40/06 ,  G06Q40/08

摘要： A systems, methods and computer program products are provided for modeling a monetary measure of a good, such as a cost or revenue associated with the good. A method begins by selecting at least one qualitative measure of maturity for at least one technology associated with the good, where each qualitative measure of maturity is associated with a distribution such that each technology is correspondingly associated with a distribution. Next, a monetary point is associated with each technology, and thereafter a monetary distribution is determined for each technology based upon a respective monetary point and a respective distribution. A plurality of monetary values are selected by randomly selecting the plurality of monetary values for each technology based upon a respective monetary distribution. Finally, the monetary measure for the good are modeled based upon the selected monetary values for each technology.

摘要翻译： 提供了一个系统，方法和计算机程序产品，用于建模一个商品的货币衡量标准，例如与商品相关的成本或收入。 一种方法首先是选择至少一种至少一种与该产品相关联的技术的成熟度定性测量，其中每个定性测量成熟度与分布相关联，使得每个技术与分配相对应。 接下来，货币点与每个技术相关联，然后基于相应的货币点和相应的分布，确定每种技术的货币分配。 基于相应的货币分配，通过随机选择每种技术的多个货币值来选择多个货币值。 最后，根据每项技术的选定货币价值，对货币进行货币衡量。

公开(公告)号：US20100100425A1

公开(公告)日：2010-04-22

申请号：US12603215

申请日：2009-10-21

申请人： Scott H. Mathews ,  Vinay T. Datar ,  Kevin Feely ,  David J. Gauss

发明人： Scott H. Mathews ,  Vinay T. Datar ,  Kevin Feely ,  David J. Gauss

IPC分类号： G06Q10/00 ,  G06Q50/00

CPC分类号： G06Q10/06 ,  G06Q10/0631 ,  G06Q10/0637 ,  G06Q10/06375 ,  G06Q10/067 ,  G06Q30/0201 ,  G06Q40/025 ,  G06Q40/06 ,  G06Q40/08

摘要： A systems, methods and computer program products are provided for modeling a monetary measure of a good, such as a cost or revenue associated with the good. A method begins by selecting at least one qualitative measure of maturity for at least one technology associated with the good, where each qualitative measure of maturity is associated with a distribution such that each technology is correspondingly associated with a distribution. Next, a monetary point is associated with each technology, and thereafter a monetary distribution is determined for each technology based upon a respective monetary point and a respective distribution. A plurality of monetary values are selected by randomly selecting the plurality of monetary values for each technology based upon a respective monetary distribution. Finally, the monetary measure for the good are modeled based upon the selected monetary values for each technology.

摘要翻译： 提供了一个系统，方法和计算机程序产品，用于建模一个商品的货币衡量标准，例如与商品相关的成本或收入。 一种方法首先是选择至少一种至少一种与该产品相关联的技术的成熟度定性测量，其中每个定性测量成熟度与分布相关联，使得每个技术与分配相对应。 接下来，货币点与每个技术相关联，然后基于相应的货币点和相应的分布，确定每种技术的货币分配。 基于相应的货币分配，通过随机选择每种技术的多个货币值来选择多个货币值。 最后，根据每项技术的选定货币价值，对货币进行货币衡量。

公开(公告)号：US20100131401A1

公开(公告)日：2010-05-27

申请号：US12696423

申请日：2010-01-29

申请人： Vinay T. Datar ,  Scott H. Mathews

发明人： Vinay T. Datar ,  Scott H. Mathews

IPC分类号： G06Q10/00 ,  G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q10/06 ,  G06Q10/067 ,  G06Q40/06

摘要： Systems, methods and computer program products for performing a valuation of a contingent claim, such as a call or a put, are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim, such as according to a jump-diffusion model. The present value of an exercise price, such as a distribution of contingent future investments of a distribution of contingent future investments, required to exercise the contingent claim is also determined. An average of the difference between the present value distribution of contingent future benefits and the present value of the contingent future investment is determined. By utilizing appropriate discount rates, the benefits and investment can be effectively valued, which, in turn, permits the contingent claim project to be effectively valued in an intuitive manner.

摘要翻译： 提供用于对或有债权进行评估的系统，方法和计算机程序产品，例如看涨期权或期权，最初确定归因于行使或有债权的或有未来利益的现值分配，例如 根据跳跃扩散模型。 还确定了行使或有债权分配的或有未来投资的或有未来投资的分配行权价格的现值。 确定或有未来利益现值分配与或有未来投资现值之间的差额的平均值。 通过利用适当的贴现率，可以有效地估价利益和投资，这反过来又允许以直观的方式有效地估价或有的索赔项目。

公开(公告)号：US07676416B2

公开(公告)日：2010-03-09

申请号：US10309659

申请日：2002-12-04

申请人： Vinay T. Datar ,  Scott H. Mathews

发明人： Vinay T. Datar ,  Scott H. Mathews

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q10/06 ,  G06Q10/067 ,  G06Q40/06

摘要： Systems, methods and computer program products for performing a valuation of a contingent claim, such as a call or a put, are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim, such as according to a jump-diffusion model. The present value of an exercise price, such as a distribution of contingent future investments of a distribution of contingent future investments, required to exercise the contingent claim is also determined. An average of the difference between the present value distribution of contingent future benefits and the present value of the contingent future investment is determined. By utilizing appropriate discount rates, the benefits and investment can be effectively valued, which, in turn, permits the contingent claim project to be effectively valued in an intuitive manner.

摘要翻译： 提供用于对或有债权进行评估的系统，方法和计算机程序产品，例如看涨期权或期权，最初确定归因于行使或有债权的或有未来利益的现值分配，例如 根据跳跃扩散模型。 还确定了行使或有债权分配的或有未来投资的或有未来投资的分配行权价格的现值。 确定或有未来利益现值分配与或有未来投资现值之间的差额的平均值。 通过利用适当的贴现率，可以有效地估价利益和投资，这反过来又允许以直观的方式有效地估价或有的索赔项目。

公开(公告)号：US07739166B2

公开(公告)日：2010-06-15

申请号：US11190684

申请日：2005-07-27

申请人： Scott H. Mathews ,  Kyle M. Nakamoto

发明人： Scott H. Mathews ,  Kyle M. Nakamoto

IPC分类号： G06Q40/00

CPC分类号： G06Q30/02 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q40/04

摘要： A method is provided that includes modeling demand and/or future supply for a good in a differentiated market. In accordance with the method, demand/supply in a differentiated market is modeled by first modeling demand and/or supply for a good in a non-differentiated market based upon a price sensitivity distribution of a unit purchase of the good, as well as a market potential distribution of a number of units of the good in a market associated with the good. Thereafter, the model of demand and/or supply in the non-differentiated market is integrated to thereby model demand and/or supply for a good in a differentiated market. The method can further include modeling cost and/or profitability of the good in a differentiated market. Profitability can be modeled based upon the demand model and the cost model for the differentiated market.

摘要翻译： 提供了一种方法，其包括对差异化市场中的商品的需求和/或未来供应进行建模。 根据该方法，差异化市场中的需求/供给是通过对基于单位购买商品的价格敏感度分布的第一种对非差异化市场中的商品的需求和/或供应进行建模来建模的，以及 市场潜力分配的一些单位在良好的市场中与良好相关。 此后，将非差异化市场的需求和/或供给模式相结合，从而为差异化市场中的商品的需求和/或供应提供模型。 该方法还可以包括在差异化市场中对商品的成本和/或盈利能力进行建模。 盈利能力可以根据差异化市场的需求模型和成本模型进行建模。

公开(公告)号：US20100042480A1

公开(公告)日：2010-02-18

申请号：US12603244

申请日：2009-10-21

申请人： Scott H. Mathews ,  Kyle M. Nakamoto

发明人： Scott H. Mathews ,  Kyle M. Nakamoto

IPC分类号： G06Q10/00 ,  G06Q50/00

CPC分类号： G06Q10/06 ,  G06Q10/06375 ,  G06Q30/0201 ,  G06Q30/0202 ,  G06Q30/0206

摘要： Systems, methods and computer program products for determining a learning curve value and modeling an associated profitability of a good are provided. According to one method of determining a learning curve value, recurring costs of producing each unit of the good are modeled as a function of potential learning curve values. Nonrecurring costs of producing each unit of the good are then modeled as a function of potential learning curve values. Next, the learning curve value is determined based upon the recurring costs model and the nonrecurring costs value such that the sum of the recurring costs and nonrecurring costs at the determined learning curve value is minimized over the potential learning curve values.

公开(公告)号：US07627495B2

公开(公告)日：2009-12-01

申请号：US10453727

申请日：2003-06-03

申请人： Scott H. Mathews ,  Kyle M. Nakamoto

发明人： Scott H. Mathews ,  Kyle M. Nakamoto

IPC分类号： G06F17/60

CPC分类号： G06Q10/06 ,  G06Q10/06375 ,  G06Q30/0201 ,  G06Q30/0202 ,  G06Q30/0206

摘要： Systems, methods and computer program products for modeling demand, supply and associated profitability of a good. According to one method, a price sensitivity distribution is determined, and then a market potential distribution of a number of units of the good is determined. Next, a forecasted market is selected according to a Monte Carlo method based upon the market potential distribution, where the forecasted market includes a predefined number of units of the good. A demand and/or supply for the good in the forecasted market is then modeled based upon the price sensitivity distribution and the predefined number of units in the forecasted market. By so modeling demand and/or supply, the method can account for uncertainty in a market for the good, as defined by the number of units of the good purchased and the price at which those units are purchased and/or produced.

摘要翻译： 系统，方法和计算机程序产品，用于建模需求，供应和相关利润的良好。 根据一种方法，确定价格敏感度分布，然后确定商品的多个单位的市场潜力分布。 接下来，根据市场潜力分布，根据蒙特卡罗方法选择预测市场，其中预测市场包括预定数量的商品单位。 然后，基于预测市场中的价格敏感性分布和预定数量的单位，对预测市场中的商品的需求和/或供给进行建模。 通过对需求和/或供应进行建模，该方法可以根据所购买商品的单位数量和购买和/或生产这些单位的价格来确定市场的不确定性。