METHOD, APPARATUS, AND RECORDABLE MEDIUM FOR ESTIMATING PAYOFF OF EQUITY LINKED SECURITIES

METHOD, APPARATUS, AND RECORDABLE MEDIUM FOR ESTIMATING PAYOFF OF EQUITY LINKED SECURITIES

PURPOSE: A profit evaluation method of a stock price-connected financial derivative product is provided to shorten a time by reducing generates of unnecessary path of a return rate after storing surely necessary element when repetitively calculating evaluation price in a current time point. CONSTITU...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: WOO, JAE OH, OH, SUNG HOON, KIM, JAE HEON, YANG, JAE CHUL, KIM, JUN IE, KIM, JONG HYUK, CHUNG, BYUNG CHUL
Format: Patent
Sprache:eng ; kor
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:PURPOSE: A profit evaluation method of a stock price-connected financial derivative product is provided to shorten a time by reducing generates of unnecessary path of a return rate after storing surely necessary element when repetitively calculating evaluation price in a current time point. CONSTITUTION: A yield ratio pass is generated by using random number about at least one fundamental asset(S211,S212). The yield ration pass is stored in a storage unit(S213). The corresponding yield ratio is calculated by checking at least one product profit condition and expiration satisfies or not(S214).