Patents by Inventor Mikhail Rogov

Mikhail Rogov 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).

  • Publication number: 20060026005
    Abstract: The invention relates to operations on options and other derivatives carried out by means of a computer system for managing risks of event, operation risks, market jump risks and discloses a method for formulating derivatives with respect to solar and geomagnetic activity or the derivative indexes thereof, including options and futures of sunspot numbers (solar derivatives). The inventive method consists in receiving data for a given asset, type of contract, strike price for a given asset, current price of a given asset, lower bound of a change, current interest without non-payment risk, price dispersion of a given asset during the quotation thereof and a required guarantee fee therefor, and in defining a derivative for each variable of the derivative cost computation algorithm, a variable strike price associated with a current price and in defining a variable strike price together with a strike price.
    Type: Application
    Filed: November 26, 2002
    Publication date: February 2, 2006
    Inventor: Mikhail Rogov