Title:
【発明の名称】財務助言システムのための価格決定モジュール
Document Type and Number:
Japanese Patent JP2001525576
Kind Code:
A
Abstract:
The pricing module of the present invention provides a single module that models both fixed-income securities and equity securities into the future in an arbitrage-free model. Because the modeling includes both fixed-income securities and equity securities that are modeled based on common input state variables and does not allow arbitrage conditions between the fixed-income securities and the equity securities (as well as no arbitrage within a security class), the present invention provides an improved pricing module as compared to those in the prior art.
Inventors:
Bekaert
Grenadia, Stephen Earl
Jones, Christopher El
Scott, Jason S
John Zee, Watson
Grenadia, Stephen Earl
Jones, Christopher El
Scott, Jason S
John Zee, Watson
Application Number:
JP2000523621A
Publication Date:
December 11, 2001
Filing Date:
September 22, 1998
Export Citation:
Assignee:
Financial Engines Incorporated
International Classes:
G06Q10/06; G06Q30/02; G06Q40/00; (IPC1-7): G06F17/60
Attorney, Agent or Firm:
Masaki Yamakawa