This inventor holds 1 USPTO granted patent. Top assignee: Deutsche Borse Ag. Active years: 2010.
Company Filing History:
Years Active: 2010
Title: Sarah Reib: Innovator in Data Processing Technologies
Introduction
Sarah Reib is a prominent inventor based in Frankfurt am Main, Germany. She has made significant contributions to the field of data processing, particularly in the area of financial indices. Her innovative work has led to the development of a unique patent that enhances the understanding of index correlations and dispersions.
Latest Patents
Sarah Reib holds a patent for "Implied index correlation and dispersion." This invention provides a data processing apparatus and method for calculating an implied correlation and/or dispersion of an index that has a plurality of constituents. The patent describes a process where data is received that outlines the properties of the index and its constituents. An implied variance of the index and each constituent is determined based on this data. The implied correlation and/or dispersion of the index are then calculated using these determined implied variances. Notably, the variance calculation scheme does not require the calculation of volatility, and a model-free algorithm is utilized to determine the implied variances. Additionally, the patent allows for the determination of implied volatility for both the index and its constituents.
Career Highlights
Sarah Reib is currently employed at Deutsche Börse AG, a leading global exchange organization. Her role involves leveraging her expertise in data processing to contribute to innovative financial solutions. With her background and skills, she plays a crucial part in advancing the company's technological capabilities.
Collaborations
Sarah collaborates with her coworker, Axel Vischer, to further enhance their projects and drive innovation within their team.
Conclusion
Sarah Reib's contributions to data processing technologies exemplify her commitment to innovation in the financial sector. Her patent on implied index correlation and dispersion showcases her ability to develop advanced solutions that benefit the industry.