Title:
同等の証書を同定する方法
Document Type and Number:
Japanese Patent JP2004527053
Kind Code:
A
Abstract:
A method for determining the comparability of at least two bonds is provided and includes the steps of identifying a plurality of factors and determining a value for each of said plurality of factors for each of the at least two bonds. Next, a covariance matrix is formed where the covariance matrix includes a weighting factor for each of the plurality of factors and where each of the weighting factors relate to an amount of market activity attributed to the corresponding one of the plurality of factors. Finally, the comparability of the at least two bonds is determined based on the values for each of the at least two bonds and the covariance matrix.
Inventors:
Robert N. Furman
Benjamin Ho
Benjamin Ho
Application Number:
JP2002588303A
Publication Date:
September 02, 2004
Filing Date:
April 30, 2002
Export Citation:
Assignee:
Morgan Stanley
International Classes:
G06Q40/00; G06F; (IPC1-7): G06F17/60
Attorney, Agent or Firm:
Yoshikazu Tani
Kazuo Abe
Kazuo Abe