WO2003007106A3 - Systems, methods and computer program products for performing a generalized contingent claim valuation - Google Patents

Systems, methods and computer program products for performing a generalized contingent claim valuation Download PDF

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Publication number
WO2003007106A3
WO2003007106A3 PCT/US2002/019239 US0219239W WO03007106A3 WO 2003007106 A3 WO2003007106 A3 WO 2003007106A3 US 0219239 W US0219239 W US 0219239W WO 03007106 A3 WO03007106 A3 WO 03007106A3
Authority
WO
WIPO (PCT)
Prior art keywords
contingent
valuation
present value
systems
benefits
Prior art date
Application number
PCT/US2002/019239
Other languages
French (fr)
Other versions
WO2003007106A2 (en
Inventor
Scott H Mathews
Vinay T Datar
Original Assignee
Boeing Co
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Boeing Co filed Critical Boeing Co
Priority to AU2002315220A priority Critical patent/AU2002315220A1/en
Priority to EP02742166A priority patent/EP1415255A2/en
Publication of WO2003007106A2 publication Critical patent/WO2003007106A2/en
Publication of WO2003007106A3 publication Critical patent/WO2003007106A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G06Q10/067—Enterprise or organisation modelling
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Abstract

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.
PCT/US2002/019239 2001-07-10 2002-06-14 Systems, methods and computer program products for performing a generalized contingent claim valuation WO2003007106A2 (en)

Priority Applications (2)

Application Number Priority Date Filing Date Title
AU2002315220A AU2002315220A1 (en) 2001-07-10 2002-06-14 Systems, methods and computer program products for performing a generalized contingent claim valuation
EP02742166A EP1415255A2 (en) 2001-07-10 2002-06-14 Systems, methods and computer program products for performing a generalized contingent claim valuation

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US09/902,021 2001-07-10
US09/902,021 US6862579B2 (en) 2001-07-10 2001-07-10 Systems, methods and computer program products for performing a generalized contingent claim valuation

Publications (2)

Publication Number Publication Date
WO2003007106A2 WO2003007106A2 (en) 2003-01-23
WO2003007106A3 true WO2003007106A3 (en) 2003-10-02

Family

ID=25415196

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2002/019239 WO2003007106A2 (en) 2001-07-10 2002-06-14 Systems, methods and computer program products for performing a generalized contingent claim valuation

Country Status (4)

Country Link
US (3) US6862579B2 (en)
EP (1) EP1415255A2 (en)
AU (1) AU2002315220A1 (en)
WO (1) WO2003007106A2 (en)

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Also Published As

Publication number Publication date
WO2003007106A2 (en) 2003-01-23
US20030014337A1 (en) 2003-01-16
US8204814B2 (en) 2012-06-19
US20100131401A1 (en) 2010-05-27
US6862579B2 (en) 2005-03-01
US20030078870A1 (en) 2003-04-24
AU2002315220A1 (en) 2003-01-29
US7676416B2 (en) 2010-03-09
EP1415255A2 (en) 2004-05-06

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