Patents by Inventor Nicholas Bellios

Nicholas Bellios 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).

  • Credit Default Swap Post Credit Event
    Publication number: 20140025559
    Abstract: Methods, systems and apparatuses are described for determining that a credit event has occurred for an entity; determining an upfront price and a bond price for a credit default swap deliverable (CDSD) contract associated with the entity; determining a first weighting for the upfront price and a second weighting for the bond price; and calculating a settlement price for the CDSD contract that is a function of the first weighting, the second weighting, the upfront price, and the bond price.
    Type: Application
    Filed: September 24, 2013
    Publication date: January 23, 2014
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Kevin Fallon, Nicholas Bellios, Ketan Patel, Giuseppe Scimeca
  • Credit default swap post credit event
    Patent number: 8571966
    Abstract: Methods, systems and apparatuses are described for determining that a credit event has occurred for an entity; determining an upfront price and a bond price for a credit default swap deliverable (CDSD) contract associated with the entity; determining a first weighting for the upfront price and a second weighting for the bond price; and calculating a settlement price for the CDSD contract that is a function of the first weighting, the second weighting, the upfront price, and the bond price.
    Type: Grant
    Filed: December 14, 2009
    Date of Patent: October 29, 2013
    Assignee: Chicago Mercantile Exchange
    Inventors: Kevin Fallon, Nicholas Bellios, Ketan Patel, Scimeca Giuseppe
  • CREDIT DEFAULT SWAP POST CREDIT EVENT
    Publication number: 20110145123
    Abstract: Methods, systems and apparatuses are described for determining that a credit event has occurred for an entity; determining an upfront price and a bond price for a credit default swap deliverable (CDSD) contract associated with the entity; determining a first weighting for the upfront price and a second weighting for the bond price; and calculating a settlement price for the CDSD contract that is a function of the first weighting, the second weighting, the upfront price, and the bond price.
    Type: Application
    Filed: December 14, 2009
    Publication date: June 16, 2011
    Applicant: CHICAGO MERCANTILE EXCHANGE INC.
    Inventors: Kevin Fallon, Nicholas Bellios, Ketan Patel, Scimeca Giuseppe