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Volatility based futures products

机译:波动性期货产品

摘要

A method of providing a financial product may include obtaining, by a computer device, pricing information about a financial market over a specified duration, the pricing information including at least a high price and a low price occurring within the duration. The computer device may be configured for determining a volatility associated with the market, the volatility based, at least in part, on the pricing information and determining a settlement price for a cash settled futures product using the volatility of the market over the specified duration.
机译:提供金融产品的方法可以包括:通过计算机设备获得在指定持续时间内关于金融市场的定价信息,该定价信息至少包括在该持续时间内发生的高价和低价。该计算机设备可以被配置为用于确定与市场相关的波动,该波动至少部分地基于定价信息,并且使用在指定持续时间内的市场的波动来确定现金结算的期货产品的结算价格。

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