首页>
外国专利>
IMPLIED VOLATILITY BASED PRICING AND RISK TOOL AND CONDITIONAL SUB-ORDER BOOKS
IMPLIED VOLATILITY BASED PRICING AND RISK TOOL AND CONDITIONAL SUB-ORDER BOOKS
展开▼
机译:基于隐含波动率的定价和风险工具以及有条件的次级订单
展开▼
页面导航
摘要
著录项
相似文献
摘要
The Book Order Management (BOM) system provides a fully automated and efficient electronic trading environment for derivatives trading. The BOM system allows traders to electronically, in real time, both make two sided markets in any option or combination of options, and issue quotations for immediate use, so that the trader providing the quotation has the opportunity to re-evaluate and change markets if conditions change. The BOM system provides a way to efficiently determine whether the conditions placed on a contingent order are met and guaranteed, using a lock (freeze) and reserve procedure.
展开▼