JP2008512777A5 - - Google Patents

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Publication number
JP2008512777A5
JP2008512777A5 JP2007531230A JP2007531230A JP2008512777A5 JP 2008512777 A5 JP2008512777 A5 JP 2008512777A5 JP 2007531230 A JP2007531230 A JP 2007531230A JP 2007531230 A JP2007531230 A JP 2007531230A JP 2008512777 A5 JP2008512777 A5 JP 2008512777A5
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Japan
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spread
product
risk
delta
portfolio
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JP2007531230A
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Japanese (ja)
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JP5057978B2 (ja
JP2008512777A (ja
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Priority claimed from US11/030,833 external-priority patent/US7509275B2/en
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JP2007531230A 2004-09-10 2005-08-31 リスク管理システムにおいて非対称相殺を行うシステムおよび方法 Expired - Lifetime JP5057978B2 (ja)

Applications Claiming Priority (5)

Application Number Priority Date Filing Date Title
US60873604P 2004-09-10 2004-09-10
US60/608,736 2004-09-10
US11/030,833 US7509275B2 (en) 2004-09-10 2005-01-07 System and method for asymmetric offsets in a risk management system
US11/030,833 2005-01-07
PCT/US2005/031136 WO2006031453A2 (en) 2004-09-10 2005-08-31 System and method for asymmetric offsets in a risk management system

Publications (3)

Publication Number Publication Date
JP2008512777A JP2008512777A (ja) 2008-04-24
JP2008512777A5 true JP2008512777A5 (enExample) 2008-10-23
JP5057978B2 JP5057978B2 (ja) 2012-10-24

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JP2007531230A Expired - Lifetime JP5057978B2 (ja) 2004-09-10 2005-08-31 リスク管理システムにおいて非対称相殺を行うシステムおよび方法

Country Status (5)

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US (7) US7509275B2 (enExample)
EP (1) EP1812897A4 (enExample)
JP (1) JP5057978B2 (enExample)
CA (1) CA2578095A1 (enExample)
WO (1) WO2006031453A2 (enExample)

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