To provide a method and a system for simulating change of volatility of a price of a specific option to an original financial product.

A volatility curved surface model having at least one curved surface parameter is provided with a set of volatility of a plurality of options to the original financial product. The set of volatility is analyzed, initial values of each curved surface parameter are judged and a curved surface approximated to the set of volatility is defined by the initial values when the initial values are used in the curved surface model. A value of the curved surface parameter is changed by using an appropriate variation function. A volatility value of the specific option is extracted from a volatility curved surface to be defined by the curved surface parameter value to be changed. A price of the specific option is provided by using the extracted volatility value in an option price setting model.