Patents by Inventor Kin Pang

Kin Pang 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).

  • System and method for pricing default insurance
    Patent number: 7818242
    Abstract: A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for calculating a default time for at least one of the plurality of securities based on the default/recovery data. Finally, a cash flow engine is included for generating cash flows for the basket of securities based on the default times.
    Type: Grant
    Filed: June 24, 2010
    Date of Patent: October 19, 2010
    Assignee: Morgan Stanley
    Inventors: Shinghoi Lee, Peter Cotton, Zhifeng Zhang, Kin Pang
  • System And Method For Pricing Default Insurance
    Publication number: 20100262439
    Abstract: A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for calculating a default time for at least one of the plurality of securities based on the default/recovery data. Finally, a cash flow engine is included for generating cash flows for the basket of securities based on the default times.
    Type: Application
    Filed: June 24, 2010
    Publication date: October 14, 2010
    Applicant: Morgan Stanley
    Inventors: Shinghoi Lee, Peter Cotton, Zhifeng Zhang, Kin Pang
  • System and method for pricing default insurance
    Patent number: 7774255
    Abstract: A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for calculating a default time for at least one of the plurality of securities based on the default/recovery data. Finally, a cash flow engine is included for generating cash flows for the basket of securities based on the default times.
    Type: Grant
    Filed: October 17, 2002
    Date of Patent: August 10, 2010
    Assignee: Morgan Stanley
    Inventors: Shinghoi Lee, Peter Cotton, Zhifeng Zhang, Kin Pang
  • System and method for pricing default insurance
    Publication number: 20030115125
    Abstract: A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for calculating a default time for at least one of the plurality of securities based on the default/recovery data. Finally, a cash flow engine is included for generating cash flows for the basket of securities based on the default times.
    Type: Application
    Filed: October 17, 2002
    Publication date: June 19, 2003
    Inventors: Shinghoi Lee, Peter Cotton, Zhifeng Zhang, Kin Pang