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1. 发明申请

US20180060961A1 OPTION PRICING 审中-公开
公开(公告)号：US20180060961A1
公开(公告)日：2018-03-01
申请号：US15707997
申请日：2017-09-18
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/04 , G06Q30/02
CPC分类号： G06Q40/04 , G06Q30/0206
摘要： Methods and systems are described herein for pricing options. In particular, the option price is obtained by satisfying consistency conditions. A new technique is described for pricing an option using minimal inputs, while achieving self-consistent and accurate results. Techniques for generating contingent probability density functions from volatility smile data are also described herein. Techniques are also described for calculating paths for non-vanilla options.

2. 发明申请

US20140258080A1 METHOD AND SYSTEM FOR TRADING OPTIONS 审中-公开
标题翻译：交易方式和方法
公开(公告)号：US20140258080A1
公开(公告)日：2014-09-11
申请号：US14287115
申请日：2014-05-26
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/04
CPC分类号： H04N21/2543 , G06Q30/08 , G06Q40/00 , G06Q40/04 , G06Q40/06
摘要： 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.
摘要翻译：交易期权的设备，系统和方法。一种方法可以包括由计算设备使用投标价格和报价价格中的至少一个来执行基础资产上的期权的至少一个交易，其中投标价和报价价之间的买卖/卖出价差是使用对应于定义选项的至少一个参数的第一数据的计算结果和对应于与标的资产相关的至少一个当前市场条件的第二数据。

3. 发明授权

US08775295B2 Method and system for trading options 有权
标题翻译：交易方式和制度
公开(公告)号：US08775295B2
公开(公告)日：2014-07-08
申请号：US13168980
申请日：2011-06-26
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/00
CPC分类号： H04N21/2543 , G06Q30/08 , G06Q40/00 , G06Q40/04 , G06Q40/06
摘要： 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.
摘要翻译：交易期权的设备，系统和方法。一种方法可以包括由计算设备使用投标价格和报价价格中的至少一种来执行基础资产上的期权的至少一个交易，其中投标价和报价价之间的买卖/卖出价差是使用对应于定义选项的至少一个参数的第一数据的计算结果和对应于与标的资产相关的至少一个当前市场条件的第二数据。

4. 发明申请

US20130282622A1 DEVICE, SYSTEM, AND METHOD OF AUTOMATIC FINANCIAL-INSTRUMENT MANAGEMENT 有权
标题翻译：装置，系统和自动财务管理方法
公开(公告)号：US20130282622A1
公开(公告)日：2013-10-24
申请号：US13922721
申请日：2013-06-20
申请人： Samuel Somech , Menachem Ahikam Oron , David Gershon
发明人： Samuel Somech , Menachem Ahikam Oron , David Gershon
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06 , G06Q40/02 , G06Q40/04
摘要： 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.
摘要翻译：自动金融工具（FI）管理的设备，系统和方法。在一些实施例中，系统包括存储有基于金融工具（FI）的管理指令的存储器; 以及处理器，用于执行导致基于FI的管理应用的基于FI的管理指令，其中所述基于FI的管理应用可以接收对应于与多个客户端相关联的多个金融工具组合的投资组合数据，其中所述FI 基于管理应用程序可以自动识别满足至少一个标准的多个投资组合中的一个或多个投资组合，其中，对于每个所识别的投资组合，基于FI的管理应用可以接收对应于与所识别的相关联的客户端相关联的客户端特定的管理数据其中，所述客户端特定管理数据至少包括定义至少一个目的地的客户端特定目的地信息，并且其中，对于每个所识别的投资组合，所述基于FI的管理应用可以自动地将与所识别的投资组合相对应的投资组合相关数据传送到由管理数据定义的目的地。

5. 发明申请

US20130218742A1 METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS 审中-公开
标题翻译：金融工具定价方法与系统
公开(公告)号：US20130218742A1
公开(公告)日：2013-08-22
申请号：US13845233
申请日：2013-03-18
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： 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.
摘要翻译：本发明的一些示范性实施例包括对金融工具定价的方法和/或系统。该方法可以包括接收多个交易金融工具的交易信息，所述交易信息包括与多个交易金融工具对应的多个市场价格相关的交易信息; 基于与所述多个市场价格中的一个或多个市场价格的多个集合以及针对所述至少一个或多个市场价格计算的多个模型价格集合的预定准则来确定至少一组市场参数值使用交易信息的定价模型的一组市场参数值; 以及基于所述至少一组市场参数值，使用所述定价模型来估计所述金融工具的价格。

6. 发明申请

US20130103613A1 DEVICE, METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS 有权
标题翻译：金融工具的设备，方法和系统
公开(公告)号：US20130103613A1
公开(公告)日：2013-04-25
申请号：US13713200
申请日：2012-12-13
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/06
CPC分类号： G06Q40/04 , G06Q40/06
摘要： 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.
摘要翻译：一些示范性实施例包括定价金融工具的方法，设备和系统。在一个实施例中，定价模块可以被配置为接收对应于定义基础资产上的第一期权的至少一个参数的对应的第一输入数据和对应于与所述标的资产相关的至少一个当前市场条件的第二输入数据，并且基于在所述第一和第二输入数据上，根据满足与第一选项相对应的第一校正的和的第一标准和对应于代表位置的第二选项的第二校正的波动性微笑来确定第一选项的价格与第一选项的位置相反并且具有与第一选项基本上相同的绝对增量值，其中第一校正涉及根据波动性微笑的第一选项的理论价格与第一选项的价格之间的差异，并且其中所述第二校正涉及所述第二选项的理论价格与所述价格之间的差他根据波动微笑的第二个选择。描述和要求保护其他实施例。

7. 发明授权

US08423443B2 Method and system for pricing financial derivatives 有权
标题翻译：金融衍生工具定价方法和系统
公开(公告)号：US08423443B2
公开(公告)日：2013-04-16
申请号：US10492402
申请日：2001-10-13
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： 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.
摘要翻译：一种用于提供涉及标的资产的期权和/或期权价格的方法，所述方法包括以下步骤：接收对应于定义所述期权的多个参数的第一输入数据;接收对应于多个根据第一和第二输入数据计算期权的修正后的理论值（CTV），基于第一和输入数据计算期权的出价/报价价差，计算出价价格和/或基于正确的电视和投标/报价差价的期权的发行价格，并提供对应于所述期权的投标价格和/或报价的输出。

8. 发明授权

US08158615B2 Anti-viral composition for the topical treatment of Herpes Labialis (cold sores) and method for use thereof 失效
标题翻译：用于局部治疗疱疹唇疱疹（冷疮）的抗病毒组合物及其使用方法
公开(公告)号：US08158615B2
公开(公告)日：2012-04-17
申请号：US11762542
申请日：2007-06-13
申请人： David Gershon
发明人： David Gershon
IPC分类号： A61K31/555 , A61K9/00
CPC分类号： A61K31/555
摘要： A composition for the treatment of Herpes Labialis which contains CTC-96 as the active ingredient is disclosed. Methods for using the composition are also disclosed. The composition may be used as a topical ointment.
摘要翻译：公开了一种治疗含有CTC-96作为活性成分的疱疹样粘液的组合物。还公开了使用该组合物的方法。该组合物可用作局部软膏剂。

9. 发明申请

US20110270734A1 METHOD AND SYSTEM FOR TRADING OPTIONS 有权
标题翻译：交易方式和方法
公开(公告)号：US20110270734A1
公开(公告)日：2011-11-03
申请号：US13168980
申请日：2011-06-26
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/00
CPC分类号： H04N21/2543 , G06Q30/08 , G06Q40/00 , G06Q40/04 , G06Q40/06
摘要： 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.
摘要翻译：交易期权的设备，系统和方法。一种方法可以包括由计算设备使用投标价格和报价价格中的至少一个来执行基础资产上的期权的至少一个交易，其中投标价和报价价之间的买卖/卖出价差是使用对应于定义选项的至少一个参数的第一数据的计算结果和对应于与标的资产相关的至少一个当前市场条件的第二数据。

10. 发明申请

US20110167023A1 DEVICE, METHOD AND SYSTEM OF PRICING FINANCIAL INSTRUMENTS 有权
标题翻译：金融工具的设备，方法和系统
公开(公告)号：US20110167023A1
公开(公告)日：2011-07-07
申请号：US12983992
申请日：2011-01-04
申请人： David Gershon
发明人： David Gershon
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： 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.
摘要翻译：一些示范性实施例包括定价金融工具的方法，设备和系统。在一个实施例中，定价模块可以被配置为接收对应于定义基础资产上的第一期权的至少一个参数的对应的第一输入数据和对应于与所述标的资产相关的至少一个当前市场条件的第二输入数据，并且基于在所述第一和第二输入数据上，根据满足与第一选项相对应的第一校正的和的第一标准和对应于代表位置的第二选项的第二校正的波动性微笑来确定第一选项的价格与第一选项的位置相反并且具有与第一选项基本上相同的绝对增量值，其中第一校正涉及根据波动性微笑的第一选项的理论价格与第一选项的价格之间的差异，并且其中所述第二校正涉及所述第二选项的理论价格与所述价格之间的差他根据波动微笑的第二个选择。描述和要求保护其他实施例。

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