CA2578090A1 - System and method for hybrid spreading for risk management - Google Patents

System and method for hybrid spreading for risk management Download PDF

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Publication number
CA2578090A1
CA2578090A1 CA002578090A CA2578090A CA2578090A1 CA 2578090 A1 CA2578090 A1 CA 2578090A1 CA 002578090 A CA002578090 A CA 002578090A CA 2578090 A CA2578090 A CA 2578090A CA 2578090 A1 CA2578090 A1 CA 2578090A1
Authority
CA
Canada
Prior art keywords
delta
spread
risk
positions
portfolio
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
CA002578090A
Other languages
English (en)
French (fr)
Inventor
Dmitriy Glinberg
Tae S. Yoo
Dale A. Michaels
Edward Gogol
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
CME Group Inc
Original Assignee
Individual
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Individual filed Critical Individual
Publication of CA2578090A1 publication Critical patent/CA2578090A1/en
Abandoned legal-status Critical Current

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Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Operations Research (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
CA002578090A 2004-09-10 2005-08-31 System and method for hybrid spreading for risk management Abandoned CA2578090A1 (en)

Applications Claiming Priority (5)

Application Number Priority Date Filing Date Title
US60873504P 2004-09-10 2004-09-10
US60/608,735 2004-09-10
US11/030,869 2005-01-07
US11/030,869 US7428508B2 (en) 2004-09-10 2005-01-07 System and method for hybrid spreading for risk management
PCT/US2005/031050 WO2006031450A2 (en) 2004-09-10 2005-08-31 System and method for hybrid spreading for risk management

Publications (1)

Publication Number Publication Date
CA2578090A1 true CA2578090A1 (en) 2006-03-23

Family

ID=36035276

Family Applications (1)

Application Number Title Priority Date Filing Date
CA002578090A Abandoned CA2578090A1 (en) 2004-09-10 2005-08-31 System and method for hybrid spreading for risk management

Country Status (5)

Country Link
US (3) US7428508B2 (enExample)
EP (1) EP1787253A4 (enExample)
JP (1) JP5183205B2 (enExample)
CA (1) CA2578090A1 (enExample)
WO (1) WO2006031450A2 (enExample)

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Also Published As

Publication number Publication date
JP2008512776A (ja) 2008-04-24
US20120059772A1 (en) 2012-03-08
WO2006031450A3 (en) 2007-04-05
US20060059068A1 (en) 2006-03-16
US7428508B2 (en) 2008-09-23
JP5183205B2 (ja) 2013-04-17
US20080294573A1 (en) 2008-11-27
EP1787253A2 (en) 2007-05-23
EP1787253A4 (en) 2009-05-13
WO2006031450A2 (en) 2006-03-23
US8073764B2 (en) 2011-12-06

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