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Generating And Providing Information About Expected Future Prices of Assets

  • US 20110231338A1
  • Filed: 04/15/2011
  • Published: 09/22/2011
  • Est. Priority Date: 08/18/2000
  • Status: Active Grant
First Claim
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1. A method comprising:

  • receiving data representing current prices of options on a given asset,deriving from said data an estimate of a corresponding implied probability distribution of the price of said asset at a future time, andmaking information about said probability distribution available within a time frame that is useful to investors.

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