公开(公告)号：US20120041862A1

公开(公告)日：2012-02-16

申请号：US13205719

申请日：2011-08-09

Applicant: Gil BUL ,  Assaf SEGAL ,  Yuval PERLOV ,  Eran SHERIFF

Inventor： Gil BUL ,  Assaf SEGAL ,  Yuval PERLOV ,  Eran SHERIFF

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/04

Abstract: A computerized marketplace for ratio-based derivatives is provided herein. A method implementing the marketplace includes the following stages: receiving a price query related to a selected derivative on two selected underlying assets, defining a ratio of their respective prices in a specified order, at a specified timestamp; applying a pricing algorithm to the query, to yield an ad hoc return or price of the derivative, relevant to the specified timestamp, wherein the price of the option (or return) is based on an estimated relative financial market performance of the selected underlying assets; and presenting the ad hoc price (or return) of the selected option, wherein at least one of: the receiving, the applying, and the presenting is executed by at least one processor.

Abstract translation: 本文提供了一种基于比例的衍生物的计算机化市场。 实施市场的方法包括以下阶段：在指定的时间戳处接收与两个选定的相关资产上的所选衍生物相关的价格查询，以指定的顺序定义其各自价格的比率; 对查询应用定价算法，以产生与指定时间戳相关的衍生工具的特别回报或价格，其中期权（或回报）的价格基于所选相关资产的估计的相对金融市场表现 ; 以及呈现所选择的选项的特定价格（或返回），其中至少一个处理器执行以下中的至少一个：接收，应用和呈现。