专利检索 ap:("David Salavadori" OR "Arjuna Ariathurai" OR "John Falck" OR "James W. Farrell" OR "Scott Johnston" OR "Agnes S. Thiruthuvadoss" OR "Charlie Troxel, Jr.") AND inv:"David Salavadori" 第 1 页

1.

发明授权
Derivatives trading methods that use a variable order price 有权

公开(公告)号：US07152041B2

公开(公告)日：2006-12-19

申请号：US10385152

申请日：2003-03-10

申请人： David Salavadori , Arjuna Ariathurai , John Falck , James W. Farrell , Scott Johnston , Agnes S. Thiruthuvadoss , Charlie Troxel, Jr.

发明人： David Salavadori , Arjuna Ariathurai , John Falck , James W. Farrell , Scott Johnston , Agnes S. Thiruthuvadoss , Charlie Troxel, Jr.

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06

摘要： Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange.