Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2005-09-28
2010-06-15
Diaz, Susanna M (Department: 3684)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S035000
Reexamination Certificate
active
07739173
ABSTRACT:
A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.
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Alvarado Fernando L.
Rajaraman Rajesh
Diaz Susanna M
McDermott Will & Emery LLP
Morgan Stanley Dean Witter & Co.
Swartz Jamie H
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