1

Moody Hadi

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, August 2, 2011: US07991671 (2 worldwide citation)

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, August 2, 2011: US07991671 (2 worldwide citation)

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

2

Moody Hadi

Michal Koblas, Muhammed Hadi, Ketan B Patel, Ankeet Dehdia, Mu Wang: System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, January 31, 2012: US08108281 (1 worldwide citation)

Michal Koblas, Muhammed Hadi, Ketan B Patel, Ankeet Dehdia, Mu Wang: System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, January 31, 2012: US08108281 (1 worldwide citation)

A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a p ...

3

Moody Hadi

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, July 17, 2012: US08224730 (1 worldwide citation)

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, July 17, 2012: US08224730 (1 worldwide citation)

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

4

Moody Hadi

Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, December 3, 2013: US08600864

Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, December 3, 2013: US08600864

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

5

Moody Hadi

Muhammed Hadi, Dale Michaels, Amy Stephen, Ketan Patel: Conversion of over-the-counter swaps to standardized forward swaps. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, February 14, 2012: US08117110

Muhammed Hadi, Dale Michaels, Amy Stephen, Ketan Patel: Conversion of over-the-counter swaps to standardized forward swaps. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, February 14, 2012: US08117110

Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a val ...

6

Moody Hadi

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, October 23, 2012: US08296210

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, October 23, 2012: US08296210

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...

7

Moody Hadi

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, September 17, 2013: US08538851

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, September 17, 2013: US08538851

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...

8

Moody Hadi

Muhammed Hadi, Dale Michaels, Amy Stephen, Suneel Iyer, Ketan Patel: Conversion and liquidation of defaulted positions. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione Cme, June 18, 2009: US20090157561-A1

Muhammed Hadi, Dale Michaels, Amy Stephen, Suneel Iyer, Ketan Patel: Conversion and liquidation of defaulted positions. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione Cme, June 18, 2009: US20090157561-A1

A method of liquidating defaulted positions associated with centrally cleared financial product is disclosed. The method includes identifying a defaulted position associated with a centrally cleared financial product, calculating a value differential between the defaulted position and a standard pos ...

9

Moody Hadi

Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning Based Spreads Using a Hedge Ratio Non-Linear Optimization Model. Chicago Mercantile Exchange, October 11, 2012: US20120259798-A1The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning Based Spreads Using a Hedge Ratio Non-Linear Optimization Model. Chicago Mercantile Exchange, October 11, 2012: US20120259798-A1

10

Moody Hadi

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, October 6, 2011: US20110246394-A1The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, October 6, 2011: US20110246394-A1