Patent ID: 7676416
Filing Date: 2010-03-09
Classification: G06Q

Abstract:
1. A method for performing a put valuation comprising: determining a present value distribution of contingent future benefits attributable to the exercise of the put at a subsequent time, wherein determining the present value distribution of contingent future benefits comprises discounting a distribution of contingent future benefits according to a first discount rate; determining a present value of a contingent future sale price required to exercise the put at the subsequent time based upon a second discount rate; and determining a value of the put based upon the present value distribution of contingent future benefits and the present value of the contingent future sale price, wherein determining a present value distribution of contingent future benefits, determining a present value of a contingent future sale price, and determining a value of the put are performed by a processor configured to perform determining a present value distribution of contingent future benefits, determining a present value of a contingent future sale price, and determining a value of the put.