JP2013516672A5 - - Google Patents

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Publication number
JP2013516672A5
JP2013516672A5 JP2012546552A JP2012546552A JP2013516672A5 JP 2013516672 A5 JP2013516672 A5 JP 2013516672A5 JP 2012546552 A JP2012546552 A JP 2012546552A JP 2012546552 A JP2012546552 A JP 2012546552A JP 2013516672 A5 JP2013516672 A5 JP 2013516672A5
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JP
Japan
Prior art keywords
option
volatility
delta
correction
convexity
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JP2012546552A
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English (en)
Japanese (ja)
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JP2013516672A (ja
JP5596795B2 (ja
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Priority claimed from PCT/IB2011/050026 external-priority patent/WO2011080727A2/en
Publication of JP2013516672A publication Critical patent/JP2013516672A/ja
Publication of JP2013516672A5 publication Critical patent/JP2013516672A5/ja
Application granted granted Critical
Publication of JP5596795B2 publication Critical patent/JP5596795B2/ja
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JP2012546552A 2010-01-04 2011-01-04 金融商品の価格設定の装置、方法およびシステム Active JP5596795B2 (ja)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US29194210P 2010-01-04 2010-01-04
US61/291,942 2010-01-04
PCT/IB2011/050026 WO2011080727A2 (en) 2010-01-04 2011-01-04 Device, method and system of pricing financial instruments

Related Child Applications (1)

Application Number Title Priority Date Filing Date
JP2014161429A Division JP2014222543A (ja) 2010-01-04 2014-08-07 金融商品の価格設定の装置、方法およびシステム

Publications (3)

Publication Number Publication Date
JP2013516672A JP2013516672A (ja) 2013-05-13
JP2013516672A5 true JP2013516672A5 (cg-RX-API-DMAC7.html) 2014-02-20
JP5596795B2 JP5596795B2 (ja) 2014-09-24

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ID=44225309

Family Applications (2)

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JP2012546552A Active JP5596795B2 (ja) 2010-01-04 2011-01-04 金融商品の価格設定の装置、方法およびシステム
JP2014161429A Pending JP2014222543A (ja) 2010-01-04 2014-08-07 金融商品の価格設定の装置、方法およびシステム

Family Applications After (1)

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JP2014161429A Pending JP2014222543A (ja) 2010-01-04 2014-08-07 金融商品の価格設定の装置、方法およびシステム

Country Status (8)

Country Link
US (4) US8626630B2 (cg-RX-API-DMAC7.html)
EP (1) EP2522000A4 (cg-RX-API-DMAC7.html)
JP (2) JP5596795B2 (cg-RX-API-DMAC7.html)
AU (1) AU2011203381A1 (cg-RX-API-DMAC7.html)
CA (1) CA2786175C (cg-RX-API-DMAC7.html)
IL (1) IL220774A0 (cg-RX-API-DMAC7.html)
SG (1) SG182306A1 (cg-RX-API-DMAC7.html)
WO (1) WO2011080727A2 (cg-RX-API-DMAC7.html)

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US20150012462A1 (en) * 2013-06-20 2015-01-08 Chicago Mercantile Exchange Inc. Blending Methodology for Settling Swaption Volatility Cube and Prices
TWI587234B (zh) * 2014-01-28 2017-06-11 國立中山大學 美式上限失效障礙型賣權的靜態避險方法、使用該方法之電子設備及電腦可讀取的紀錄媒體
TWI564833B (zh) * 2014-01-28 2017-01-01 國立中山大學 美式下限失效障礙型賣權的靜態避險方法、使用該方法之電子設備及電腦可讀取的紀錄媒體
TWI502534B (zh) * 2014-01-28 2015-10-01 Univ Nat Sun Yat Sen 美式下限失效障礙型買權的靜態避險方法、使用該方法之電子設備及電腦可讀取的紀錄媒體
US20150379633A1 (en) * 2014-06-27 2015-12-31 Chicago Mercantile Exchange Inc. Implied Volatility Futures Product
US11216874B2 (en) * 2017-03-09 2022-01-04 Jpmorgan Chase Bank, N.A. Method and system for aggregating foreign exchange measures
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CN110363664A (zh) * 2019-07-23 2019-10-22 上海金融期货信息技术有限公司 一种期权波动率自动拟合方法和系统
CN110400199A (zh) * 2019-07-26 2019-11-01 中国工商银行股份有限公司 交易处理方法、交易处理装置、电子设备和介质
JP7699356B2 (ja) * 2021-09-22 2025-06-27 株式会社メルカリ システム、情報処理方法及びプログラム
US20250069140A1 (en) * 2023-03-27 2025-02-27 OptionColors, Inc. Systems and methods for transforming option attributes for risk analysis, directional forecasting, and generating personalized trade ideas

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