Patents by Inventor Marat V. Kramin

Marat V. Kramin 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).

  • Tree on paths method and system for modeling securities
    Patent number: 7818244
    Abstract: A system for implementing a tree on paths method for generating a recombining interest rate tree from previously generated paths. The inventive method is a tree on paths method whereby a tree is created from previously generated paths. The tree on paths method uses Monte Carlo simulations to generate paths and uses a recombining algorithm to obtain a computationally efficient tree from the generated paths.
    Type: Grant
    Filed: December 20, 2002
    Date of Patent: October 19, 2010
    Assignee: Fannie Mae
    Inventors: Venkat G. Dharan, Marat V. Kramin, Alexander L. Shulman