-
公开(公告)号:US10114547B2
公开(公告)日:2018-10-30
申请号:US14939257
申请日:2015-11-12
发明人: Amihi Miron
IPC分类号: G06F3/0488 , G06Q40/06 , G06F3/023 , G06Q40/04
摘要: Some demonstrative embodiments, include devices, systems and/or methods of context-based keyboards. For example, a virtual context-based keyboard may be customized based on an input context to be provided from a user to at least one application. The input context may include a predefined combination of a plurality of context components including input elements selected from a respective plurality of predefined sets of input elements, such that a context component has an input element selected from a set of input elements corresponding to the context component. The virtual keyboard may include a plurality of keyboard elements representing input elements of the plurality of sets of input elements, each keyboard element representing a different input element.
-
公开(公告)号:US08626630B2
公开(公告)日:2014-01-07
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
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。
-
3.
公开(公告)号:US20130275337A1
公开(公告)日:2013-10-17
申请号:US13878565
申请日:2011-10-10
申请人: David Gershon
发明人: David Gershon
IPC分类号: G06Q40/06
CPC分类号: G06Q30/0206 , G06Q40/00 , G06Q40/04 , G06Q40/06
摘要: 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.
摘要翻译: 测试金融衍生工具的设备,系统和方法。 例如,一种方法可以包括接收定义测试的金融衍生工具的输入信息和至少定义反向测试周期的一个或多个测试参数; 模拟与所述后测试期间内的多个时间点相对应的多个模拟场景的结果,每个情景包括所述经测试的金融衍生工具相对于所述后测测期内的时间点的修改; 并提供基于多个场景的结果的输出。
-
4.
公开(公告)号:US08370234B2
公开(公告)日:2013-02-05
申请号:US12357463
申请日:2009-01-22
申请人: David Gershon
发明人: David Gershon
IPC分类号: G06Q40/00
摘要: 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.
摘要翻译: 一些实施例包括生成定制贸易品的装置,系统和/或方法。 在一个实施例中,交易文章生成器应用程序是接收包括与至少一个金融工具定义至少一个交易的一个或多个贸易相关参数的多个值的交易信息,并且自动生成定制的电子交易 基于预定义的贸易文章布局对应于贸易的文章。 描述和要求保护其他实施例。
-
公开(公告)号:US09208524B2
公开(公告)日:2015-12-08
申请号:US13922721
申请日:2013-06-20
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.
-
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。
-
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。
-
公开(公告)号:US09275416B2
公开(公告)日:2016-03-01
申请号:US13922721
申请日:2013-06-20
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.
-
9.
公开(公告)号:US08732051B2
公开(公告)日:2014-05-20
申请号:US13611013
申请日:2012-09-12
申请人: David Gershon
发明人: David Gershon
IPC分类号: G06Q40/00
摘要: 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.
摘要翻译: 一些实施例包括生成定制贸易品的装置,系统和/或方法。 在一个实施例中,交易文章生成器应用程序是接收包括与至少一个金融工具定义至少一个交易的一个或多个贸易相关参数的多个值的交易信息,并且自动生成定制的电子交易 基于预定义的贸易文章布局对应于贸易的文章。 描述和要求保护其他实施例。
-
公开(公告)号:US08620792B2
公开(公告)日:2013-12-31
申请号:US13713200
申请日:2012-12-13
申请人: David Gershon
发明人: David Gershon
IPC分类号: G06Q40/00
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。
-
-
-
-
-
-
-
-
-