DERIVATIVES HAVING DEMAND-BASED, ADJUSTABLE RETURNS, AND TRADING EXCHANGE THEREFOR

Methods and systems for replicating derivatives strategies and for trading derivatives strategies in a demand-based trading market are described. In one embodiment, a set of contingent claims are created to replicate a derivatives strategy. One or more parameters of a contingent claim in the replica...

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Bibliographische Detailangaben
Hauptverfasser:	BARON, KENNETH, LANGE, JEFFREY
Format:	Patent
Sprache:	eng ; fre ; ger
Schlagworte:	BASIC ELECTRIC ELEMENTS CALCULATING CHECKING-DEVICES COIN-FREED OR LIKE APPARATUS COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES ELECTRIC DIGITAL DATA PROCESSING ELECTRIC SOLID STATE DEVICES NOT OTHERWISE PROVIDED FOR ELECTRICITY PHYSICS SEMICONDUCTOR DEVICES SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:	Methods and systems for replicating derivatives strategies and for trading derivatives strategies in a demand-based trading market are described. In one embodiment, a set of contingent claims are created to replicate a derivatives strategy. One or more parameters of a contingent claim in the replication set may be determined as a function of one or more parameters of a derivatives strategy and an outcome of the event. An investment amount for a contingent claim in the replication set may be determined as a function of one or more parameters of the contingent claim and a total amount invested in a demand-based auction. In other embodiments, derivatives strategies and/or financial products are enabled to be traded in a demand-based auction and are offered to customers and/or traded in the auction. In another embodiment, a derivatives strategy is replicated by a set of one or more digitals or digital options by determining one or more parameters of the digitals or digital options in the replication set as a function of one or more parameters of the derivatives strategy.