System and you want to put a price exotic options

摘要

A system for calculating the market value of the exotic option, (102), means for calculating a theoretical value of the exotic option from the input data input means for receiving option contract input data and the market (112) as a function of the predicted stop time (104), the exotic option, means for generating a market value applied to the theoretical value (104), a market supplement adjustment means for calculating a market supplement adjustment to the theoretical value ( 104), and a system including a (106) output means for outputting the market value calculated is disclosed. How to get the market value of the non-standard options, and, also how to get the bids and offers of non-standard options, are disclosed.