Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2003-02-14
2010-10-19
Akintola, Olabode (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
07818235
ABSTRACT:
An apparatus, method and system for determining an estimate of at least one numerical attribute of at least one entity of a population when the population is changing and there are a limited number of observations on the attribute for the entities, in which a conditional index is determined to track how a value of the attribute changes from one time to another for an entity that is a member of the population at both times, and an unconditional index is determined representing an average level of the attribute for the entities of the population.
REFERENCES:
patent: 1927702 (1933-09-01), Foss
patent: 5377095 (1994-12-01), Maeda et al.
patent: 2004/0068413 (2004-04-01), Musgrove et al.
“Valuing Credit Default Swaps I: No Counterparty Default Risk” by John Hull and Alan White, published in the Journal of Derivatives, vol. 8, No. 1, (Fall 2000), pp. 29-40.
“Valuing Credit Default Swaps II: Modeling Default Correlations” by John Hull and Alan White, published in the Journal of Derivatives, vol. 8, No. 3, (Spring 2001), pp. 12-22.
“Valuing Credit Default Swaps I: No Counterparty Default Risk” by John Hull and Alan White, published in theJournal of Derivatives, vol. 8, No. 1, (Fall 2000), pp. 29-40.
“Valuing Credit Default Swaps II: Modeling Default Correlations” by John Hull and Alan White, published in theJournal of Derivatives, vol. 8, No. 3, (Spring 2001), pp. 12-22.
Gooch Michael
Hull John Campbell
White Alan Douglas
Woodhams Matthew
Akintola Olabode
GFI Group Inc.
Kenyon & Kenyon LLP
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