Is a
Patent attributes
Patent Jurisdiction
Patent Number
Date of Patent
November 23, 2010
Patent Application Number
11760211
Date Filed
June 8, 2007
Patent Citations Received
0
0
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Patent Primary Examiner
Patent abstract
A high speed technique for options pricing in the financial industry is disclosed that can provide both high throughput and low latency. A parallel/pipelined architecture is disclosed for computing an implied volatility in connection with an option. Parallel/pipelined architectures are also disclosed for computing an option's theoretical fair price. Preferably these parallel/pipelined architectures are deployed in hardware, and more preferably reconfigurable logic such as Field Programmable Gate Arrays (FPGAs) to accelerate the options pricing operations relative to conventional software-based options pricing operations.
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