20120041862 | COMPUTERIZED MARKETPLACE FOR RATIO BASED DERIVATIVES - A computerized marketplace for ratio-based derivatives is provided herein. A method implementing the marketplace includes the following stages: receiving a price query related to a selected derivative on two selected underlying assets, defining a ratio of their respective prices in a specified order, at a specified timestamp; applying a pricing algorithm to the query, to yield an ad hoc return or price of the derivative, relevant to the specified timestamp, wherein the price of the option (or return) is based on an estimated relative financial market performance of the selected underlying assets; and presenting the ad hoc price (or return) of the selected option, wherein at least one of: the receiving, the applying, and the presenting is executed by at least one processor. | 02-16-2012 |