Patent №
US 6,938,010
Granted
2005-08-30
Filed 2000
Owner
FORD MOTOR COMPANY, A DELAWARE CORPORATION
Lab
—
AI components
1
planning
Assignment
Recorded
Dataset
AIPD
2023_r1 edition
Application
09532560
A method is provided of optimizing both market and institutional risks in foreign currency exchange hedging. The method includes the steps of selecting a VaR calculator and determining an optimization procedure to be used. The method also includes the steps of using the VaR calculator and the optimization procedure to determine an efficient frontier line and choosing trade-offs between institutional risk and market risk of losses.
AI classification
Ownership
FORD MOTOR COMPANY, A DELAWARE CORPORATION
assignment · 106440223
Assignors
EVERSON, MARK PAUL, MANGIN, CHRISTOPHE G.
On an employer assignment, the assignors are typically the inventors.