The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jul. 20, 2010
Filed:
Dec. 20, 2006
Scott H. Mathews, Seattle, WA (US);
Vinay T. Datar, Mercer Island, WA (US);
Kyle M. Nakamoto, Bellevue, WA (US);
Christopher A. Forgie, Lombard, IL (US);
Bill Tollett, Kent, WA (US);
Shen Liu, Seattle, WA (US);
Scott H. Mathews, Seattle, WA (US);
Vinay T. Datar, Mercer Island, WA (US);
Kyle M. Nakamoto, Bellevue, WA (US);
Christopher A. Forgie, Lombard, IL (US);
Bill Tollett, Kent, WA (US);
Shen Liu, Seattle, WA (US);
The Boeing Company, Chicago, IL (US);
Abstract
A system, method and computer program product are provided for performing a contingent claim valuation of a combination option including one or more multi-stage contingent claims, and an early-launch contingent claim. The method may include determining a first value representing payoffs attributable to exercise of the early-launch contingent claim at a selected decision point; and a second value representing payoffs the attributable to exercise of the multi-stage contingent claim(s) at respective decision point(s), and a contingent claim at an expiration exercise point. The first and/or second values may be determined based upon a respective present value distribution of contingent future value and a respective present value of an exercise price, the present values including a respective distribution and exercise price discounted according to first and second discount rates, respectively. A value of the contingent claim may then be determined based upon the first value and/or the second value.