DEALING SUPPORTING METHOD, DEALING TERMINAL, AND DEALING SUPPORTING PROGRAM

Title:

DEALING SUPPORTING METHOD, DEALING TERMINAL, AND DEALING SUPPORTING PROGRAM

Document Type and Number:

Japanese Patent JP2004013334

Kind Code:

A

Abstract:

To provide a dealing terminal that presents a volatility function with which volatility can be evaluated at an arbitrary invoking price following implied volatility that the market represent in a period up to expiration.

A computer is used to find the volatility function with prices obtained by converting the arbitrary invoking price evaluated by an option price evaluating engine 103 of a financial Boltzmann model and an option logical price as to an arbitrary period up to expiration into volatility by the Black-Scholes method, and the smile and period structure of the volatility are represented.

More Like This:

WO/2006/062430	METHOD FOR EVALUATING COLLECTIBLES AND DEVICE FOR CARRYING OUT SAID METHOD
WO/2014/066347	PROACTIVE ROLE AWARE ASSET MONITORING
JP3617029	Order quantity determination method, centralized traffic control and recording media

Inventors:

UENOHARA YUJI
KAWASHIMA MASATOSHI

Application Number:

JP2002163302A

Publication Date:

January 15, 2004

Filing Date:

June 04, 2002

Export Citation:

Click for automatic bibliography generation Help

Assignee:

TOSHIBA CORP

International Classes:

G06Q90/00; G06F17/13; G06F19/00; G06Q40/00; G06Q40/02; G06Q40/04; G06Q40/06; G06Q50/00; (IPC1-7): G06F17/60; G06F17/13; G06F19/00

Domestic Patent References:

JP2002032564A

2002-01-31

Attorney, Agent or Firm:

Hidekazu Miyoshi
Yasuo Miyoshi
Iwa Saki Kokuni
Kawamata Sumio
Nakamura Tomoyuki
Masakazu Ito
Shunichi Takahashi
Toshio Takamatsu

Previous Patent: PRODUCTION BOUNDS DETERMINATION SYSTEM FOR HOT PRODUCT

Next Patent: MICROCOMPUTER WITH BUILT-IN NONVOLATILE MEMORY