Scott D Mathews

US Patent:

6862579, Mar 1, 2005

Filed:

Jul 10, 2001

Appl. No.:

09/902021

Inventors:

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

Assignee:

The Boeing Company - Seattle WA

International Classification:

G06F017/60

US Classification:

705 36, 705 35

Abstract:

Systems, methods and computer program products for performing a valuation of a contingent claim are provided that initially determine the present value distribution of contingent future benefits that is attributable to the exercise of a contingent claim. In this regard, 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 in an intuitive manner.

US Patent:

7599849, Oct 6, 2009

Filed:

Jun 3, 2003

Appl. No.:

10/453779

Inventors:

Scott H. Mathews - Seattle WA, US
Kyle M. Nakamoto - Kent WA, US
Jack M. Neu - Seattle WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06Q 10/00

US Classification:

705 10, 705 7

Abstract:

Systems, methods and computer program products for determining a learning curve value and modeling an associated profitability of a good are provided. According to one method of determining a learning curve value, recurring costs of producing each unit of the good are modeled as a function of potential learning curve values. Nonrecurring costs of producing each unit of the good are then modeled as a function of potential learning curve values. Next, the learning curve value is determined based upon the recurring costs model and the nonrecurring costs value such that the sum of the recurring costs and nonrecurring costs at the determined learning curve value is minimized over the potential learning curve values.

US Patent:

7627494, Dec 1, 2009

Filed:

Jun 3, 2003

Appl. No.:

10/453395

Inventors:

Scott H. Mathews - Seattle WA, US
Vinay T. Datar - Mercer Island WA, US
Kevin Feely - Kent WA, US
David J. Gauss - Maple Valley WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06F 17/60

US Classification:

705 10, 705 7

Abstract:

A systems, methods and computer program products are provided for modeling a monetary measure of a good, such as a cost or revenue associated with the good. A method begins by selecting at least one qualitative measure of maturity for at least one technology associated with the good, where each qualitative measure of maturity is associated with a distribution such that each technology is correspondingly associated with a distribution. Next, a monetary point is associated with each technology, and thereafter a monetary distribution is determined for each technology based upon a respective monetary point and a respective distribution. A plurality of monetary values are selected by randomly selecting the plurality of monetary values for each technology based upon a respective monetary distribution. Finally, the monetary measure for the good are modeled based upon the selected monetary values for each technology.

US Patent:

7627495, Dec 1, 2009

Filed:

Jun 3, 2003

Appl. No.:

10/453727

Inventors:

Scott H. Mathews - Seattle WA, US
Kyle M. Nakamoto - Seattle WA, US

Assignee:

The Boeing Company - Chicago IL

International Classification:

G06F 17/60

US Classification:

705 10

Abstract:

Systems, methods and computer program products for modeling demand, supply and associated profitability of a good. According to one method, a price sensitivity distribution is determined, and then a market potential distribution of a number of units of the good is determined. Next, a forecasted market is selected according to a Monte Carlo method based upon the market potential distribution, where the forecasted market includes a predefined number of units of the good. A demand and/or supply for the good in the forecasted market is then modeled based upon the price sensitivity distribution and the predefined number of units in the forecasted market. By so modeling demand and/or supply, the method can account for uncertainty in a market for the good, as defined by the number of units of the good purchased and the price at which those units are purchased and/or produced.

US Patent:

7676412, Mar 9, 2010

Filed:

Dec 20, 2006

Appl. No.:

11/613979

Inventors:

Scott H. Mathews - Seattle WA, US
Vinay T. Datar - Mercer Island WA, US
Kyle M. Nakamoto - Bellevue WA, US
Christopher A. Forgie - Lombard IL, 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 asset value for exercising a contingent claim of an option. The method may include determining a present value conditional distribution of contingent future benefits attributable to the exercise of a contingent claim, including conditioning a distribution of contingent future benefits on an estimated minimum asset value, and discounting the distribution according to a first discount rate. Similarly, the method may include determining present values of respective exercise prices required to exercise one or more contingent claims, including discounting respective exercise prices according to a second discount rate. A conditional value may then be determined based upon the present value conditional distribution and the present values of respective exercise prices, and may be repeated along with determining a present value conditional distribution for different estimated minimum asset values until the conditional value equals approximately zero.

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:

7698189, Apr 13, 2010

Filed:

Dec 20, 2006

Appl. No.:

11/614009

Inventors:

Scott H. Mathews - Seattle WA, US
Vinay T. Datar - Mercer Island WA, US
Kyle M. Nakamoto - Bellevue 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 price(s) at the expiration exercise point and one or more decision points before that point, including discounting a respective distribution and values according to first and second discount rates, respectively. The method may also include defining a value as a function of a variable asset value at a selected decision point, the value being determinable based upon the present value distribution and present values, where the present value distribution may be correlated with the asset value. The function may then be solved for a root thereof, the root being selected as a minimum asset value.