Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2011-04-12
2011-04-12
Kalinowski, Alexander (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
07925560
ABSTRACT:
Methods for calculating a value of a derivative based on a multiplicative index, where the multiplicative index is a multiple of an underlying index. The methods may comprise the steps of providing a first value of the underlying index and estimating a ratio of the multiplicative index over the underlying index as a first function of the underlying index over a first range of values of the underlying index. The method may also comprise the steps of calculating at least one parameter of the first function by comparing the first function to historical values of the multiplicative index and the underlying index. In addition, the method may comprise the steps of calculating a first value for the ratio given the first value of the underlying index, and calculating the value of the derivative for the first value of the ratio.
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Grayson Matthew
Strela Vasily
Ebersman Bruce I
K&L Gates LLP
Kalinowski Alexander
Morgan Stanley
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