METHOD FOR FORMING RISKS CONTROL CONTRACTS THROUGH COMPUTER SYSTEM
FIELD: computers, finance. ^ SUBSTANCE: method includes receiving data from user concerning certain active, minimal value of change, current percent stake without risk of non-payment, difference between prices of certain active during its quotation and required guarantee payment for certain active....
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Format: | Patent |
Sprache: | eng ; rus |
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Zusammenfassung: | FIELD: computers, finance. ^ SUBSTANCE: method includes receiving data from user concerning certain active, minimal value of change, current percent stake without risk of non-payment, difference between prices of certain active during its quotation and required guarantee payment for certain active. Derivative for each variable of derivative calculation algorithm is set, variable price of realization with value of current price of certain active, variable price of execution with value of execution price. Difference between trade price of contract and final closing price is determined. Data about said difference is sent to user, which difference is subject to distribution. Difference between execution price and current price of certain active is determined and data is sent to user concerning said difference, being subject to distribution. ^ EFFECT: higher precision. ^ 7 cl |
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