Patents by Inventor Benjamin BRUDER

Benjamin BRUDER has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Patent number: 8615459
    Abstract: A method of managing an open ended fund of a client including determining a random maturity and a payoff function of the fund, calculating a profile of the payoff function depending on a current price of a risky asset of the fund, calculating, according to the profile, an exposure function depending on the current price of the risky asset, estimating an average reference price of the risky asset, and computing a current target exposure of the fund to the risky asset, according to the exposure function and the price and the average reference price of the risky asset.
    Type: Grant
    Filed: September 23, 2011
    Date of Patent: December 24, 2013
    Assignee: Lyxor Asset Management
    Inventors: Benjamin Bruder, Nicolas Gaussel, Guillaume Lasserre
  • Publication number: 20120136805
    Abstract: A method of managing an open ended fund of a client including determining a random maturity and a payoff function of the fund, calculating a profile of the payoff function depending on a current price of a risky asset of the fund, calculating, according to the profile, an exposure function depending on the current price of the risky asset, estimating an average reference price of the risky asset, and computing a current target exposure of the fund to the risky asset, according to the exposure function and the price and the average reference price of the risky asset.
    Type: Application
    Filed: September 23, 2011
    Publication date: May 31, 2012
    Applicant: LYXOR ASSET MANAGEMENT
    Inventors: Benjamin BRUDER, Nicolas GAUSSEL, Guillaume LASSERRE
  • Patent number: D851528
    Type: Grant
    Filed: April 28, 2016
    Date of Patent: June 18, 2019
    Assignee: TRACKTICS GMBH
    Inventor: Benjamin Bruder