Patents by Inventor John A. C. Woodley

John A. C. Woodley 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).

  • Portfolio hedging method
    Patent number: 7805353
    Abstract: A method and system is provided by which an entity manages an exposure to an economic risk associated with a commodity and initially includes the step of modeling the exposure to the risk using financial instruments such as forward contracts and option contracts. Next, a hedge for the exposure is executed. Liquidated cash flows, that are based on the modeled exposure and said hedge, are periodically calculated. If liquidated cash flows are positive, a payout is provided to the entity while a payout is received from the entity if the liquidated cash flows are negative. In an exemplary embodiment, the liquidated cash flows are marked to the market.
    Type: Grant
    Filed: May 22, 2001
    Date of Patent: September 28, 2010
    Assignee: Morgan Stanley
    Inventor: John A. C. Woodley
  • Portfolio hedging method
    Publication number: 20020178111
    Abstract: A method and system is provided by which an entity manages an exposure to an economic risk associated with a commodity and initially includes the step of modeling the exposure to the risk using financial instruments such as forward contracts and option contracts. Next, a hedge for the exposure is executed. Liquidated cash flows, that are based on the modeled exposure and said hedge, are periodically calculated. If liquidated cash flows are positive, a payout is provided to the entity while a payout is received from the entity if the liquidated cash flows are negative. In an exemplary embodiment, the liquidated cash flows are marked to the market.
    Type: Application
    Filed: May 22, 2001
    Publication date: November 28, 2002
    Inventor: John A.C. Woodley