Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Patent
1997-12-02
2000-09-26
Voeltz, Emanuel Todd
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
705 35, 705 7, 705 10, 705 38, G06F 1760
Patent
active
061253553
ABSTRACT:
The pricing module of the present invention provides a single module that models both fixed-income securities and equity securities into the future in an arbitrage-free model. Because the modeling includes both fixed-income securities and equity securities that are modeled based on common input state variables and does not allow arbitrage conditions between the fixed-income securities and the equity securities (as well as no arbitrage within a security class), the present invention provides an improved pricing module as compared to those in the prior art.
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Bekaert Geert
Grenadier Steven R.
Jones Christopher L.
Scott Jason S.
Watson John G.
Financial Engines, Inc.
Morgan George D.
Todd Voeltz Emanuel
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