METHOD AND APPARATUS FOR PROVIDING PERFORMANCE MEASURES FOR AN ASSET OF FLUCTUATING VALUE,申请号AU20030291224-传众专利搜索

METHOD AND APPARATUS FOR PROVIDING PERFORMANCE MEASURES FOR AN ASSET OF FLUCTUATING VALUE

申请公布号：AU2003291224(A1)

申请号：AU20030291224

申请日期：2003.11.03

申请公布日期：2004.06.03

申请人：

TREVINO, GEORGE

发明人：GEORGE TREVINO

分类号：G06Q30/02;G06Q40/06

主分类号：G06Q30/02

摘要：A method for providing one or more real-time measures of the performance of an asset. The price of an asset is represented as the sum of a time-dependent average and a random part, defined as a deviation from the average. Straightforward definitions of drift, volatility and risk are obtained. In accordance with embodiments of the invention, real-world stock price information generates time-dependent drift, volatility and risk, assigning an added dimension to the underlying value of an asset.