Abstract: Methods and systems are described herein for pricing options. In particular, the option price is obtained by satisfying consistency conditions. A new technique is described for pricing an option using minimal inputs, while achieving self-consistent and accurate results. Techniques for generating contingent probability density functions from volatility smile data are also described herein. Techniques are also described for calculating paths for non-vanilla options. As conventional software and hardware may take several hours or days to perform these methods, systems for providing real-time option prices, some of which include destributed processing, are also described herein.

Abstract: A fusogenic liposome comprising a detectable agent and optionally a cytotoxic drug in its internal aqueous compartment or bound to the liposome membrane is provided, wherein said fusogenic liposome comprises a lipid bilayer comprising a plurality of lipid molecules having 14 to 24 carbon atoms, and at least one of said lipid molecules further comprises a cationic group, a cationic natural or synthetic polymer, a cationic amino sugar, a cationic polyamino acid or an amphiphilic cancer-cell binding peptide; and at least one of said lipid molecules further comprises a stabilizing moiety selected from the group consisting of polyethylene glycol (PEG), polypropylene glycol, polyvinyl alcohol, polyvinylpyrrolidone (PVP), dextran, a polyamino acid, methyl-polyoxazoline, polyglycerol, poly(acryloyl morpholine), and polyacrylamide. Methods utilizing these liposomes in treatment of cancer are further provided.

Abstract: A fusogenic liposome comprising a lipid bilayer comprising a plurality of lipid molecules having 14 to 24 carbon atoms, wherein at least one of said lipid molecules is functionalised with a first functional group of a specific binding pair capable of binding to a complementary second functional group of said binding pair; and optionally further comprising an immune system activating agent functionalised with a complementary second functional group of said binding pair bound to said first functional group is provided. Methods of treatment of cancer using the fusogenic liposome are also provided.

Abstract: The present disclosure provides a voice recognition system configured to generate a custom phoneme mapping for a user. The voice recognition system can analyze a user speech sample of a grammar training set in order to generate the custom phoneme mapping. The custom phoneme mapping can be used for subsequent recognition of the user's voice within an application.

Abstract: The present invention provides, inter alia, methods for treating or preventing a disorder in a subject exposed to an agent that antagonizes the serotonin reuptake transporter (SERT), such as an SSRI, in utero or by consumption by the subject of breast milk from the subject's mother, by administering a 5-HT4 receptor antagonist, for example, to the subject's mother.

Abstract: Methods and systems are described herein for pricing options. In particular, the option price is obtained by satisfying consistency conditions. A new technique is described for pricing an option using minimal inputs, while achieving self-consistent and accurate results. Techniques for generating contingent probability density functions from volatility smile data are also described herein. Techniques are also described for calculating paths for non-vanilla options. As conventional software and hardware may take several hours or days to perform these methods, systems for providing real-time option prices, some of which include destributed processing, are also described herein.

Abstract: Methods and systems are described herein for pricing options. In particular, the option price is obtained by satisfying consistency conditions. A new technique is described for pricing an option using minimal inputs, while achieving self-consistent and accurate results. Techniques for generating contingent probability density functions from volatility smile data are also described herein. Techniques are also described for calculating paths for non-vanilla options.

Abstract: Methods and systems are described herein for pricing options. In particular, the option price is obtained by satisfying consistency conditions. A new technique is described for pricing an option using minimal inputs, while achieving self-consistent and accurate results. Techniques for generating contingent probability density functions from volatility smile data are also described herein. Techniques are also described for calculating paths for non-vanilla options.

Abstract: Methods and systems are described herein for pricing options. In particular, a new technique is described for pricing an option using minimal inputs, while achieving stable and accurate results. Techniques for generating probability density functions for a volatility smile are also described herein.

Abstract: Methods and systems are described herein for pricing options. In particular, the option price is obtained by satisfying consistency conditions. A new technique is described for pricing an option using minimal inputs, while achieving self-consistent and accurate results. Techniques for generating contingent probability density functions from volatility smile data are also described herein. Techniques are also described for calculating paths for non-vanilla options.

Abstract: Some embodiments include devices, systems and/or methods of generating a customized trade article. In one embodiment, a trade-article generator application is to receive trade information including a plurality of values of one or more trade-related parameters defining at least one trade with respect to at least one financial instrument, and to automatically generate a customized electronic trade article corresponding to the trade based on a predefined trade-article layout. Other embodiments are described and claimed.

Abstract: Devices, systems, and methods of automatic Financial-Instrument (FI) management.

Abstract: Some demonstrative embodiments include methods, devices and systems of pricing financial instruments.

Abstract: Device, system and method of trading an option. A method may include executing, by a computing device, at least one transaction of an option on an underlying asset using at least one of a bid price and an offer price, wherein a bid/offer spread between the bid price and offer price is the result of a calculation using first data corresponding to at least one parameter defining the option and second data corresponding to at least one current market condition relating to the underlying asset.

Abstract: Devices, systems and methods of automatically defining financial derivative instruments. For example, a computer-based method may include receiving, by a computing device, an input sequence including a sequence of a plurality of input tokens; and based on the input sequence, defining, by the computing device, a financial derivative instrument by determining, based on the plurality of input tokens, values of a plurality of parameters configuring the financial derivative instrument.

Abstract: Devices, systems and methods of testing financial-derivative instruments. For example, a method may include receiving input information defining a tested financial derivative instrument and one or more testing parameters defining at least a back-testing period; simulating results of a plurality of simulation scenarios corresponding to a plurality of points of time within the back-testing period, each scenario including a modification of the tested financial derivative instrument with respect to a point of time within the back-testing period; and providing an output, which is based on the results of the plurality scenarios.

Abstract: Devices, systems, and methods of automatic Financial-Instrument (FI) management.

Abstract: Devices, systems, and methods of automatic Financial-Instrument (FI) management.

Abstract: Device, system and method of trading an option. A method may include executing, by a computing device, at least one transaction of an option on an underlying asset using at least one of a bid price and an offer price, wherein a bid/offer spread between the bid price and offer price is the result of a calculation using first data corresponding to at least one parameter defining the option and second data corresponding to at least one current market condition relating to the underlying asset.

Abstract: Device, system and method of trading an option. A method may include executing, by a computing device, at least one transaction of an option on an underlying asset using at least one of a bid price and an offer price, wherein a bid/offer spread between the bid price and offer price is the result of a calculation using first data corresponding to at least one parameter defining the option and second data corresponding to at least one current market condition relating to the underlying asset.