OPTION TRANSACTION SUPPORT SYSTEM, OPTION TRANSACTION SUPPORT METHOD, AND OPTION TRANSACTION SUPPORT PROGRAM

摘要

PROBLEM TO BE SOLVED: To provide an option transaction support system, method and program for supporting efficient and simple option transaction by improving the operability of a user.;SOLUTION: A calculation formula generation means 212 of an option transaction support system 20 generates a Black-Scholes equation. A matrix generation means 213 calculates an option price corresponding to the number of residual days and original asset by using parameters recorded in a parameter data storage part 221 for calculation and a parameter storage part 222 for display. Then, the calculated option price is recorded in a calculation result data storage part 223. A matrix display picture generation means 214 outputs the matrix display. The calculation processing of a logical price is repeated with respect to the number of residual days of all the calculation objects. A graph display picture generation means 218 performs the graph output of line data corresponding to the number of residual days recorded in the calculation result data storage part 223.;COPYRIGHT: (C)2008,JPO&INPIT