Patents by Inventor Ross Shapiro

Ross Shapiro 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).

  • Methods and systems for providing ABS floating rate indices
    Publication number: 20070078744
    Abstract: In at least one aspect, the invention comprises a method comprising creating, based on specified rules, an index of asset-backed floating rate securities categorized into a plurality of asset classes; and pricing the index according to a matrix pricing method. In at least one other aspect, the invention comprises an index of asset-backed floating rate securities categorized into a plurality of asset classes, wherein the index is created based on specified rules and priced according to a matrix pricing method. In at least one other aspect, the invention comprises a method comprising participating in a total return swap on an index of asset-backed floating rate securities categorized into a plurality of asset classes, wherein the index has been created based on specified rules and priced according to a matrix pricing method.
    Type: Application
    Filed: September 28, 2006
    Publication date: April 5, 2007
    Applicant: Lehman Brothers Inc.
    Inventors: Michael Koss, David Heike, Ross Shapiro, Akhil Mago, Brian Zola