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1. (WO2003007106) SYSTEMS, METHODS AND COMPUTER PROGRAM PRODUCTS FOR PERFORMING A GENERALIZED CONTINGENT CLAIM VALUATION
Latest bibliographic data on file with the International Bureau   

Pub. No.: WO/2003/007106 International Application No.: PCT/US2002/019239
Publication Date: 23.01.2003 International Filing Date: 14.06.2002
Chapter 2 Demand Filed: 31.01.2003
IPC:
G06Q 10/06 (2012.01) ,G06Q 40/00 (2012.01)
G PHYSICS
06
COMPUTING; CALCULATING; COUNTING
Q
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
10
Administration; Management
06
Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
G PHYSICS
06
COMPUTING; CALCULATING; COUNTING
Q
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40
Finance; Insurance; Tax strategies; Processing of corporate or income taxes
Applicants:
THE BOEING COMPANY [US/US]; P.O. Box 3707, M/S 13-08 Seattle, WA 98124-2207, US
Inventors:
MATHEWS, Scott, H.; US
DATAR, Vinay, T.; US
Agent:
GALBRAITH, Ann, K.; The Boeing Company P.O. Box 3707, M/S 13-08 Seattle, WA 98124-2207, US
Priority Data:
09/902,02110.07.2001US
Title (EN) SYSTEMS, METHODS AND COMPUTER PROGRAM PRODUCTS FOR PERFORMING A GENERALIZED CONTINGENT CLAIM VALUATION
(FR) SYSTEMES, PROCEDES ET PRODUITS DE PROGRAMME INFORMATIQUE DESTINES A EXECUTER UNE EVALUATION GENERALISEE DE DROITS EVENTUELS
Abstract:
(EN) Systems (1) are provided that perform that perform a valuation of a contingent claim that determines the present value distribution of the contingent future benefits (10) that are attributable to the exercise of a contingent claim. The distribution of contingent future benefits is discounted according to a first discount rate, such as the weighted average cost of capital. The present value of a contingent future investment required to exercise the contingent claim is also determined based upon another appropriate discount rate, such as a risk-free rate of discounting. An average of the difference between the present value distribution of contingent future benefits and the present value of the contingent future investment is determined. By utilizing appropriate discount rates, the benefits and investment can be effectively valued, which, in turn, permits the contingent claim project to be effectively valued.
(FR) L'invention concerne des systèmes, des procédés et des produits de programme informatique destinés à exécuter une évaluation d'un droit éventuel déterminant initialement la répartition en valeur actuelle d'avantages futurs éventuels pouvant être attribués à l'exercice d'un droit éventuel. A cet égard, la répartition des avantages futurs éventuels est actualisée selon un premier taux d'actualisation, tel que le coût pondéré moyen de capital. La valeur actuelle de l'investissement futur éventuel requis pour exercer le droit éventuel est également déterminée sur la base d'un autre taux d'actualisation approprié, tel qu'un taux d'actualisation sans risque. Une moyenne de la différence entre la répartition en valeur actuelle d'avantages futurs éventuels et la valeur actuelle de l'investissement futur éventuel est déterminée. L'utilisation de taux d'actualisation appropriés permet d'évaluer efficacement les profits et l'investissement qui, à leur tour, permettent d'évaluer efficacement le projet de droits éventuels de manière intuitive.
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Designated States: AE, AG, AL, AM, AT, AU, AZ, BA, BB, BG, BR, BY, BZ, CA, CH, CN, CO, CR, CU, CZ, DE, DK, DM, DZ, EC, EE, ES, FI, GB, GD, GE, GH, GM, HR, HU, ID, IL, IN, IS, JP, KE, KG, KP, KR, KZ, LC, LK, LR, LS, LT, LU, LV, MA, MD, MG, MK, MN, MW, MX, MZ, NO, NZ, OM, PH, PL, PT, RO, RU, SD, SE, SG, SI, SK, SL, TJ, TM, TN, TR, TT, TZ, UA, UG, UZ, VN, YU, ZA, ZM, ZW
African Regional Intellectual Property Organization (ARIPO) (GH, GM, KE, LS, MW, MZ, SD, SL, SZ, TZ, UG, ZM, ZW)
Eurasian Patent Office (AM, AZ, BY, KG, KZ, MD, RU, TJ, TM)
European Patent Office (EPO) (AT, BE, CH, CY, DE, DK, ES, FI, FR, GB, GR, IE, IT, LU, MC, NL, PT, SE, TR)
African Intellectual Property Organization (BF, BJ, CF, CG, CI, CM, GA, GN, GQ, GW, ML, MR, NE, SN, TD, TG)
Publication Language: English (EN)
Filing Language: English (EN)