Scott W Mathews

US Patent:

7346485, Mar 18, 2008

Filed:

Nov 11, 2003

Appl. No.:

10/705030

Inventors:

Trevor L. Crowe - Snohomish WA, US
Christopher A. Forgie - Mercer Island WA, US
Scott H. Mathews - Seattle WA, US
Kyle M. Nakamoto - Kent WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06F 9/45
G06F 17/30
G06Q 10/00
G06Q 40/00
G06G 20/00
G07G 1/00

US Classification:

703 22, 705 1, 705 10, 705 36 R

Abstract:

A method includes providing a plurality of component modules in a spreadsheet environment. Each component module is capable of modeling a portion of an event and includes at least one process. Each component module can be accessed independent of the other component modules, and at least one component module includes at least one input and at least one component module includes at least one output. The inputs and the outputs can be linked to thereby model the event. Thereafter, the processes of the component modules can be performed to simulate the event.

US Patent:

7676413, Mar 9, 2010

Filed:

Dec 20, 2006

Appl. No.:

11/613993

Inventors:

Kyle M. Nakamoto - Bellevue WA, US
Christopher A. Forgie - Lombard IL, US
Scott H. Mathews - Seattle WA, US
Vinay T. Datar - Mercer Island WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06Q 40/00

US Classification:

705 35

Abstract:

A system, method and computer program product are provided for determining a minimum future benefits value for exercising a contingent claim of an option. The method may include determining a present value distribution of contingent future benefits at an expiration exercise point, and present values of respective exercise prices at the expiration exercise point and one or more decision points before that point. Determining these present value distribution and present values may include discounting a distribution and respective values according to first and second discount rates, respectively. The method may also include repeatedly determining, for a plurality of forecasted asset values at a selected decision point, respective values based upon the present value distribution and the present values, where the respective values may be conditioned on the forecasted asset values. A forecasted asset value that maximizes the value may then be selected.

US Patent:

7676416, Mar 9, 2010

Filed:

Dec 4, 2002

Appl. No.:

10/309659

Inventors:

Vinay T. Datar - Mercer Island WA, US
Scott H. Mathews - Seattle WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06Q 40/00

US Classification:

705 36R, 705 35

Abstract:

Systems, methods and computer program products for performing a valuation of a contingent claim, such as a call or a put, are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim, such as according to a jump-diffusion model. The present value of an exercise price, such as a distribution of contingent future investments of a distribution of contingent future investments, required to exercise the contingent claim is also determined. 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 in an intuitive manner.

US Patent:

8204814, Jun 19, 2012

Filed:

Jan 29, 2010

Appl. No.:

12/696423

Inventors:

Vinay T. Datar - Mercer Island WA, US
Scott H. Mathews - Seattle WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06Q 40/00

US Classification:

705 36R, 705 35

Abstract:

Systems, methods and computer program products for performing a valuation of a contingent claim, such as a call or a put, are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim, such as according to a jump-diffusion model. The present value of an exercise price, such as a distribution of contingent future investments of a distribution of contingent future investments, required to exercise the contingent claim is also determined. 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 in an intuitive manner.