SG10201508393WA - Device, method and system of testing financial derivative instruments - Google Patents

Device, method and system of testing financial derivative instruments

Info

Publication number
SG10201508393WA
SG10201508393WA SG10201508393WA SG10201508393WA SG10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA
Authority
SG
Singapore
Prior art keywords
financial derivative
derivative instruments
testing financial
testing
instruments
Prior art date
Application number
SG10201508393WA
Inventor
David Gershon
Original Assignee
Super Derivatives Inc
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 Super Derivatives Inc filed Critical Super Derivatives Inc
Publication of SG10201508393WA publication Critical patent/SG10201508393WA/en

Links

Classifications

    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q30/00Commerce
    • G06Q30/02Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201Market modelling; Market analysis; Collecting market data
    • G06Q30/0206Price or cost determination based on market factors
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06Asset management; Financial planning or analysis

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Strategic Management (AREA)
  • General Business, Economics & Management (AREA)
  • Theoretical Computer Science (AREA)
  • Marketing (AREA)
  • Physics & Mathematics (AREA)
  • Economics (AREA)
  • General Physics & Mathematics (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Technology Law (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Data Mining & Analysis (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Telephone Function (AREA)
  • Debugging And Monitoring (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)
SG10201508393WA 2010-10-10 2011-10-10 Device, method and system of testing financial derivative instruments SG10201508393WA (en)

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
US39164810P 2010-10-10 2010-10-10

Publications (1)

Publication Number Publication Date
SG10201508393WA true SG10201508393WA (en) 2015-11-27

Family

ID=45938752

Family Applications (2)

Application Number Title Priority Date Filing Date
SG10201508393WA SG10201508393WA (en) 2010-10-10 2011-10-10 Device, method and system of testing financial derivative instruments
SG2013026695A SG189340A1 (en) 2010-10-10 2011-10-10 Device, method and system of testing financial derivative instruments

Family Applications After (1)

Application Number Title Priority Date Filing Date
SG2013026695A SG189340A1 (en) 2010-10-10 2011-10-10 Device, method and system of testing financial derivative instruments

Country Status (8)

Country Link
US (2) US20130275337A1 (en)
EP (1) EP2625662A4 (en)
JP (1) JP2013544389A (en)
AU (1) AU2011315132A1 (en)
CA (1) CA2814132A1 (en)
IL (1) IL225682A (en)
SG (2) SG10201508393WA (en)
WO (1) WO2012049613A2 (en)

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US10429437B2 (en) * 2015-05-28 2019-10-01 Keysight Technologies, Inc. Automatically generated test diagram
WO2017034044A1 (en) * 2015-08-21 2017-03-02 한명희 Index calculation method and index calculation system, which are related to financial derivatives
US10776428B2 (en) * 2017-02-16 2020-09-15 Nasdaq Technology Ab Systems and methods of retrospectively determining how submitted data transaction requests operate against a dynamic data structure
US10789097B2 (en) 2017-02-16 2020-09-29 Nasdaq Technology Ab Methods and systems of scheduling computer processes or tasks in a distributed system
US20180330438A1 (en) * 2017-05-11 2018-11-15 Vipul Divyanshu Trading System with Natural Strategy Processing, Validation, Deployment, and Order Management in Financial Markets
JP7399380B2 (en) * 2019-12-24 2023-12-18 フリーストリート合同会社 Trading strategy verification method, its device and its program
TWI729661B (en) * 2019-12-31 2021-06-01 元大證券股份有限公司 Servo equipment that allows financial trading strategy sharing
CN112419052B (en) * 2020-09-30 2024-06-11 中信百信银行股份有限公司 Transaction testing method, device, electronic equipment and readable storage medium
TWI849881B (en) * 2023-05-02 2024-07-21 三竹資訊股份有限公司 Device and method for data visualization of stock backtesting

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US6456982B1 (en) * 1993-07-01 2002-09-24 Dragana N. Pilipovic Computer system for generating projected data and an application supporting a financial transaction
US7349878B1 (en) * 1996-08-16 2008-03-25 Options Technology Company, Inc. Simulation method and system for the valuation of derivative financial instruments
US6061662A (en) * 1997-08-15 2000-05-09 Options Technology Company, Inc. Simulation method and system for the valuation of derivative financial instruments
US7562040B2 (en) * 1998-11-05 2009-07-14 Loeper David B Method, system and computer program for auditing financial plans
US6709330B1 (en) * 1999-08-20 2004-03-23 Ameritrade Holding Corporation Stock simulation engine for an options trading game
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US8170934B2 (en) * 2000-03-27 2012-05-01 Nyse Amex Llc Systems and methods for trading actively managed funds
US7236953B1 (en) * 2000-08-18 2007-06-26 Athena Capital Advisors, Inc. Deriving a probability distribution of a value of an asset at a future time
JP2002157425A (en) * 2000-11-21 2002-05-31 Toshiba Corp Derivative evaluation system, recording medium and derivative transaction supporting method
JP2002329074A (en) * 2001-03-02 2002-11-15 Ufj Bank Ltd Derivative dealing processing method and its system
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US7440916B2 (en) * 2001-06-29 2008-10-21 Goldman Sachs & Co. Method and system for simulating implied volatility surfaces for basket option pricing
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KR20040091641A (en) 2002-02-19 2004-10-28 코닌클리즈케 필립스 일렉트로닉스 엔.브이. Display device
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US7630931B1 (en) * 2005-03-17 2009-12-08 Finanalytica, Inc. System and method for the valuation of derivatives
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Also Published As

Publication number Publication date
SG189340A1 (en) 2013-05-31
JP2013544389A (en) 2013-12-12
WO2012049613A3 (en) 2012-09-07
AU2011315132A1 (en) 2013-05-02
CA2814132A1 (en) 2012-04-19
WO2012049613A2 (en) 2012-04-19
US20130275337A1 (en) 2013-10-17
IL225682A0 (en) 2013-06-27
EP2625662A4 (en) 2014-04-16
US20160117706A1 (en) 2016-04-28
EP2625662A2 (en) 2013-08-14
IL225682A (en) 2017-07-31

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