Patents by Inventor David Salavadori

David Salavadori 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).

  • Derivatives trading methods that use a variable order price
    Patent number: 7152041
    Abstract: Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange.
    Type: Grant
    Filed: March 10, 2003
    Date of Patent: December 19, 2006
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: David Salavadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnston, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.