Asymmetric and volatility margining for risk offset

Details for Australian Patent Application No. 2008293784 (hide)

Owner Chicago Mercantile Exchange Inc.

Inventors Stephen, Amy; Glinberg, Dmitriy; Patel, Ketan; Michaels, Dale

Agent Spruson & Ferguson

Pub. Number AU-A-2008293784

PCT Pub. Number WO2009/029411

Priority 11/845,198 27.08.07 US

Filing date 12 August 2008

Wipo publication date 5 March 2009

International Classifications

G06Q 40/00 (2006.01) Finance, e.g. banking, investment or tax processing

Event Publications

1 April 2010 PCT application entered the National Phase

  PCT publication WO2009/029411 Priority application(s): WO2009/029411

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