F Charles Doerr

Title: F Charles Doerr: Innovator in Credit Derivatives

Introduction

F Charles Doerr is a notable inventor based in New York, NY, who has made significant contributions to the field of credit derivatives. With a total of two patents to his name, he has developed innovative techniques that enhance the efficiency of online trading systems.

Latest Patents

One of his latest patents focuses on techniques for reducing delta values of credit risk positions in online trading of credit derivatives. This patent outlines a method that involves receiving multiple credit risk positions from various trader clients, identifying offsetting positions, and determining delta offsets to maintain the overall delta of each client's positions. Another important patent he holds pertains to credit event fixings, which provides methods and systems for calculating final cash settlement prices for credit derivatives following a credit event, such as corporate bankruptcy.

Career Highlights

F Charles Doerr is currently associated with Creditex Group, Inc., where he applies his expertise in credit derivatives. His work has been instrumental in advancing the methodologies used in this complex financial sector.

Collaborations

He has collaborated with notable colleagues, including Mark A Rowell and Christopher J Crowley, contributing to the development of innovative solutions in the industry.

Conclusion

F Charles Doerr's contributions to the field of credit derivatives through his patents and collaborative efforts highlight his role as a key innovator in the financial technology landscape. His work continues to influence the way credit derivatives are traded and managed.