Patent application number | Description | Published |
20090292649 | DEVICE, SYSTEM AND METHOD OF AUTOMATIC FINANCIAL-INSTRUMENT MANAGEMENT - Devices, systems, and methods of automatic Financial-Instrument (FI) management. In some embodiments, a system includes, a memory having stored thereon financial-instrument-based (FI-based) management instructions; and a processor to execute the FI-based management instructions resulting in a FI-based management application, wherein the FI-based management application may receive portfolio data corresponding to a plurality of financial-instrument portfolios associated with a plurality of clients, wherein the FI-based management application may automatically identify one or more portfolios of the plurality of portfolios satisfying at least one criterion, wherein, for each identified portfolio, the FI-based management application may receive client-specific management data corresponding to a client associated with the identified portfolio, wherein the client-specific management data includes at least client-specific destination information defining at least one destination, and wherein, for each identified portfolio, the FI-based management application may automatically communicate portfolio-related data corresponding to the identified portfolio to the destination defined by the management data. | 11-26-2009 |
20090307123 | DEVICE, SYSTEM, AND METHOD OF GENERATING A CUSTOMIZED TRADE ARTICLE - Some embodiments include devices, systems and/or methods of generating a customized trade article. In one embodiment, a trade-article generator application is to receive trade information including a plurality of values of one or more trade-related parameters defining at least one trade with respect to at least one financial instrument, and to automatically generate a customized electronic trade article corresponding to the trade based on a predefined trade-article layout. Other embodiments are described and claimed. | 12-10-2009 |
20100241554 | METHOD AND SYSTEM FOR PRICING FINANCIAL DERIVATIVES - A method for providing a bid price and/or an offer price of an option relating to an underlying asset, the method including the steps of receiving first input data corresponding to a plurality of parameters defining the option, receiving second input data corresponding to a plurality of current market conditions relating to the underlying value, computing a corrected theoretical value (CTV) of the option based on the first and second input data, computing a bid/offer spread of the option based on the first and input data, computing a bid price and/or an offer price of the option based on the corrected TV and the bid/offer spread, and providing an output corresponding to the bid price and/or the offer price of said option. | 09-23-2010 |
20110167023 | DEVICE, METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS - Some demonstrative embodiments include methods, devices and systems of pricing financial instruments. In one embodiment, a pricing module may be configured to receive first input data corresponding to at least one parameter defining a first option on an underlying asset and second input data corresponding to at least one current market condition relating to said underlying asset, and, based on said first and second input data, to determine a price of the first option according to a volatility smile satisfying a first criterion relating to a sum of a first correction corresponding to the first option and a second correction corresponding to a second option representing a position opposite to a position of a the first option and having substantially a same absolute delta value as the first option, wherein the first correction relates to a difference between a theoretical price of the first option and the price of the first option according to the volatility smile, and wherein the second correction relates to a difference between a theoretical price of the second option and the price of the second option according to the volatility smile. Other embodiments are described and claimed. | 07-07-2011 |
20110270734 | METHOD AND SYSTEM FOR TRADING OPTIONS - Device, system and method of trading an option. A method may include executing, by a computing device, at least one transaction of an option on an underlying asset using at least one of a bid price and an offer price, wherein a bid/offer spread between the bid price and offer price is the result of a calculation using first data corresponding to at least one parameter defining the option and second data corresponding to at least one current market condition relating to the underlying asset. | 11-03-2011 |
20120041895 | DEVICE, SYSTEM, AND METHOD OF AUTOMATIC FINANCIAL-INSTRUMENT MANAGEMENT - Devices, systems, and methods of automatic Financial-Instrument (FI) management. In some embodiments, a system includes, a memory having stored thereon financial-instrument-based (FI-based) management instructions; and a processor to execute the FI-based management instructions resulting in a FI-based management application, wherein the FI-based management application may receive portfolio data corresponding to a plurality of financial-instrument portfolios associated with a plurality of clients, wherein the FI-based management application may automatically identify one or more portfolios of the plurality of portfolios satisfying at least one criterion, wherein, for each identified portfolio, the FI-based management application may receive client-specific management data corresponding to a client associated with the identified portfolio, wherein the client-specific management data includes at least client-specific destination information defining at least one destination, and wherein, for each identified portfolio, the FI-based management application may automatically communicate portfolio-related data corresponding to the identified portfolio to the destination defined by the management data. | 02-16-2012 |
20130006835 | DEVICE, SYSTEM, AND METHOD OF GENERATING A CUSTOMIZED TRADE ARTICLE - Some embodiments include devices, systems and/or methods of generating a customized trade article. In one embodiment, a trade-article generator application is to receive trade information including a plurality of values of one or more trade-related parameters defining at least one trade with respect to at least one financial instrument, and to automatically generate a customized electronic trade article corresponding to the trade based on a predefined trade-article layout. Other embodiments are described and claimed. | 01-03-2013 |
20130103613 | DEVICE, METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS - Some demonstrative embodiments include methods, devices and systems of pricing financial instruments. In one embodiment, a pricing module may be configured to receive first input data corresponding to at least one parameter defining a first option on an underlying asset and second input data corresponding to at least one current market condition relating to said underlying asset, and, based on said first and second input data, to determine a price of the first option according to a volatility smile satisfying a first criterion relating to a sum of a first correction corresponding to the first option and a second correction corresponding to a second option representing a position opposite to a position of a the first option and having substantially a same absolute delta value as the first option, wherein the first correction relates to a difference between a theoretical price of the first option and the price of the first option according to the volatility smile, and wherein the second correction relates to a difference between a theoretical price of the second option and the price of the second option according to the volatility smile. Other embodiments are described and claimed. | 04-25-2013 |
20130204772 | DEVICE, METHOD AND SYSTEM OF AUTOMATICALLY DEFINING A FINANCIAL INSTRUMENT - Devices, systems and methods of automatically defining financial derivative instruments. For example, a computer-based method may include receiving, by a computing device, an input sequence including a sequence of a plurality of input tokens; and based on the input sequence, defining, by the computing device, a financial derivative instrument by determining, based the plurality of input tokens, values of a plurality of parameters configuring the financial derivative instrument. | 08-08-2013 |
20130218742 | METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS - Some demonstrative embodiments of the invention include a method and/or system of pricing a financial instrument. The method may include receiving trade information of a plurality of traded financial instruments, the trade information including trade information related to a plurality of market prices corresponding to the plurality of traded financial instruments; determining at least one set of market parameter values based on a predefined criterion that relates to a plurality of sets of one or more of the plurality of market prices and to a plurality of sets of one or more model prices that are calculated for the at least one set of market parameter values by a pricing model using the trade information; and estimating a price of the financial instrument using the pricing model based on the at least one set of market parameter values. | 08-22-2013 |
20130275337 | DEVICE, METHOD AND SYSTEM OF TESTING FINANCIAL DERIVATIVE INSTRUMENTS - Devices, systems and methods of testing financial-derivative instruments. For example, a method may include receiving input information defining a tested financial derivative instrument and one or more testing parameters defining at least a back-testing period; simulating results of a plurality of simulation scenarios corresponding to a plurality of points of time within the back-testing period, each scenario including a modification of the tested financial derivative instrument with respect to a point of time within the back-testing period; and providing an output, which is based on the results of the plurality scenarios. | 10-17-2013 |
20130282622 | DEVICE, SYSTEM, AND METHOD OF AUTOMATIC FINANCIAL-INSTRUMENT MANAGEMENT - Devices, systems, and methods of automatic Financial-Instrument (FI) management. In some embodiments, a system includes, a memory having stored thereon financial-instrument-based (FI-based) management instructions; and a processor to execute the FI-based management instructions resulting in a FI-based management application, wherein the FI-based management application may receive portfolio data corresponding to a plurality of financial-instrument portfolios associated with a plurality of clients, wherein the FI-based management application may automatically identify one or more portfolios of the plurality of portfolios satisfying at least one criterion, wherein, for each identified portfolio, the FI-based management application may receive client-specific management data corresponding to a client associated with the identified portfolio, wherein the client-specific management data includes at least client-specific destination information defining at least one destination, and wherein, for each identified portfolio, the FI-based management application may automatically communicate portfolio-related data corresponding to the identified portfolio to the destination defined by the management data. | 10-24-2013 |
20140136387 | DEVICE, SYSTEM, AND METHOD OF GENERATING A CUSTOMIZED TRADE ARTICLE - Some embodiments include devices, systems and/or methods of generating a customized trade article. In one embodiment, a trade-article generator application is to receive trade information including a plurality of values of one or more trade-related parameters defining at least one trade with respect to at least one financial instrument, and to automatically generate a customized electronic trade article corresponding to the trade based on a predefined trade-article layout. Other embodiments are described and claimed. | 05-15-2014 |
20140172670 | DEVICE, METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS - Some demonstrative embodiments include methods, devices and systems of pricing financial instruments. In one embodiment, a pricing module may be configured to receive first input data corresponding to at least one parameter defining a first option on an underlying asset and second input data corresponding to at least one current market condition relating to said underlying asset, and, based on said first and second input data, to determine a price of the first option according to a volatility smile satisfying a first criterion relating to a sum of a first correction corresponding to the first option and a second correction corresponding to a second option representing a position opposite to a position of a the first option and having substantially a same absolute delta value as the first option, wherein the first correction relates to a difference between a theoretical price of the first option and the price of the first option according to the volatility smile, and wherein the second correction relates to a difference between a theoretical price of the second option and the price of the second option according to the volatility smile. Other embodiments are described and claimed. | 06-19-2014 |
20140188687 | METHOD AND SYSTEM FOR PRICING FINANCIAL DERIVATIVES - A method for providing a bid price and/or an offer price of an option relating to an underlying asset, the method including the steps of receiving first input data corresponding to a plurality of parameters defining the option, receiving second input data corresponding to a plurality of current market conditions relating to the underlying value, computing a corrected theoretical value (CTV) of the option based on the first and second input data, computing a bid/offer spread of the option based on the first and input data, computing a bid price and/or an offer price of the option based on the corrected TV and the bid/offer spread, and providing an output corresponding to the bid price and/or the offer price of said option. | 07-03-2014 |
20140258080 | METHOD AND SYSTEM FOR TRADING OPTIONS - Device, system and method of trading an option. A method may include executing, by a computing device, at least one transaction of an option on an underlying asset using at least one of a bid price and an offer price, wherein a bid/offer spread between the bid price and offer price is the result of a calculation using first data corresponding to at least one parameter defining the option and second data corresponding to at least one current market condition relating to the underlying asset. | 09-11-2014 |