Patents by Inventor Andrew Todd Ulmer

Andrew Todd Ulmer 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).

  • Loan option model
    Patent number: 7707101
    Abstract: Systems and techniques for operating on data to value an instrument include representing an account include accessing a transition matrix including probabilities for a borrower transitioning from one credit rating to another; determining for each credit rating whether a borrower will stand or exercise a loan option; valuing the loan option; and determining a present value of the instrument.
    Type: Grant
    Filed: June 9, 2004
    Date of Patent: April 27, 2010
    Assignee: Morgan Stanley
    Inventors: Ashish Misra, Zhifeng Zhang, Andrew Todd Ulmer, Frank S. Accetta