| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To evaluate uncertainty such as prime cost and its variation width for buying a commodity sold in a future to a consumer at a future delivery market, by taking into consideration market risk, quantitative risk and liquidity risk. <P>SOLUTION: In this commodity price setting support system, a commodity price analyzing part 12 determines a price variation model constant by analyzing future delivery commodity price data of the past. A demand variable type calculation parameter acquiring part 13 acquires delivery time, a demand variable model constant, an initial estimate demand quantity, a demand growth rate, a future delivery transaction interval, the longest expiration date or an expiration month of a future delivery commodity. A transaction contract probability setting part 15 sets a future delivery transaction contract probability by approximating result data of the future delivery transaction contract probability by a smooth function. A commodity prime cost evaluating part 16 performs an evaluation calculation of the prime cost of the future delivery commodity for every future delivery time on the basis of data provided by respective parts 12, 13 and 15, and displays a calculation result by an interface part 20, and outputs the result to a profit risk evaluating/commodity transaction optimizing device 2. <P>COPYRIGHT: (C)2007,JPO&INPIT</p> |
