Is a
Patent attributes
Patent Jurisdiction
Patent Number
Patent Inventor Names
John Falck0
Scott Johnston0
Agnes S. Thiruthuvadoss0
Arjuna Ariathurai0
Charlie Troxel, Jr.0
David Salavadori0
James W. Farrell0
Date of Patent
December 19, 2006
0Patent Application Number
103851520
Date Filed
March 10, 2003
0Patent Citations Received
Patent Primary Examiner
Patent abstract
Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange.
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