Patent Document ID: 20050021452
Application ID: 10795541
Patent Status: 0

Claim One:
1. A method for calculating the financial status of a company, comprising the steps of: calculating the company's value in accordance with the formula d ⁢ ⁢ V V = ( r + λ ) ⁢ ⁢ d ⁢ ⁢ t + σ ⁢ ⁢ d ⁢ ⁢ W - d ⁢ ⁢ N wherein V is the value of the company, r is the risk neutral rate, λ is the intensity of jump arrivals, σ is the company's volatility, N) is the standard Poisson process, W is the standard Wiener process, and t is a time between 0 and T, the maturity of the debt; and using the company value to calculate a financial metric for the company.