Patents by Inventor Cyril Deretz

Cyril Deretz 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).

  • Method and system for correlation risk hedging
    Publication number: 20040172352
    Abstract: Method and system for hedging the risk of correlation between a set of macro-economic variables, wherein at least one contract is built for a given duration and for at least two underlying variables selecting from said set, the payoff of the contract increasing with the correlation between the two variables and being lowly sensitive to the volatility level of the two variables.
    Type: Application
    Filed: February 4, 2004
    Publication date: September 2, 2004
    Inventor: Cyril Deretz