Kabushiki Kaisha Toshiba

Toshiba Solutions Corporation

Hiroaki Okuda

Masatoshi Kawashima

Ritsuo Yoshioka

Masayuki Takayama

Tadahiro Ohashi

Nobuhisa Takezawa

Yuji Uenohara

Motohiko Onishi

Yuuji Uenohara

Takahiro Tatsumi

Kazumi Miyagi

Katsuhiko Nakahara

Inputting data necessary for designing an IT system leads a throughput evaluation part to draft a system idea meeting a design standard value for throughput and leads a reliability evaluation part to draft the system idea meeting a design standard value for failure probability. A cost evaluation part evaluates a cost of the system idea, while a cost judgment part judges whether there exists a system idea whose cost evaluated by the cost evaluation part is within an allowable range or not. When the cost judgment part judges that there is no system idea, a reconfiguration part reconfigures the design standard value for throughput, the design standard value for failure probability, and the allowable range of cost in the input data part, and the reconfiguration part carries out calculations repeatedly until there can be drafted a system idea whose cost is within the allowable range.

IT-system design supporting system and design supporting method

A system for correctly evaluating a price distribution and a risk distribution for a financial product or its derivatives introduces a probability density function generated with a Boltzmann model at a higher accuracy than the Gaussian distribution for a probability density. The system has an initial value setup unit and an evaluation condition setup unit. Initial values include at least one of price, price change rate, and the price change direction of a financial product. The evaluation conditions include at least time steps and the number of trials. The Boltzmann model analysis unit receives the initial values and the evaluation conditions, and repeats simulations of price fluctuation, based on the Boltzmann model using a Monte Carlo method. A velocity/direction distribution setup unit supplies the probability distributions of the price, price change rate, and the price change direction for the financial product to the Boltzmann model analysis unit. A random number generator for a Monte Carlo method employed in the analysis by the Boltzmann model, and an output unit displays the analysis result. A dealing system applies the financial Boltzmann model to option pricing, and reproduces the characteristics of Leptokurcity and Fat-tail by linear Boltzmann equation in order to define risk-neutral and unique probability measures. Consequently, option prices can be evaluated in a risk-neutral and unique manner, taking into account Leptokurcity and Fat-tail of a price change distribution.

Price and risk evaluation system for financial product or its derivatives, dealing system, recording medium storing a price and risk evaluation program, and recording medium storing a dealing program

A system includes an input unit () to which failure information corresponding to failure modes of constituents indicating software and hardware, a system configuration information and a standard value of system availability are inputted, a producing unit () producing a fault tree based on the system configuration information, a calculating unit () calculating unavailability corresponding to the failure modes based on a result of analyzing the failure information, and calculating system availability based on the calculated unavailability and the fault tree, a determining unit () determining whether the system availability meets the standard value, an extracting unit () extracting a basic event related to an increase in the system availability when the system availability is determined to be below the standard value, and resetting units () resetting new unavailability and the like based on whether it is possible to reduce the unavailability of the extracted basic event.

Reliability evaluation system, reliability evaluating method, and reliability evaluation program for information system

A system for correctly evaluating price distribution and risk distribution for a financial product or its derivatives introduces a probability density function generated with a Boltzmann model at a higher accuracy than the Gaussian distribution for a probability density. The system has an initial value setup unit and an evaluation condition setup unit. Initial values include at least one of price, price change rate, and price change direction of a financial product. The evaluation conditions include at least time steps and a number of trials. A Boltzmann model analysis unit receives the initial values and the evaluation conditions, and repeats simulations of price fluctuation, based on the Boltzmann model using a Monte Carlo method. A velocity/direction distribution setup unit supplies probability distributions of the price, price change rate, and price change direction for the financial product to the Boltzmann model analysis unit. A random number generator for a Monte Carlo method is employed in the analysis by the Boltzmann model, and an output unit displays the analysis result. A dealing system applies the financial Boltzmann model to option pricing, and reproduces the characteristics of Leptokurcity and Fat-tail by a linear Boltzmann equation to define risk-neutral and unique probability measures. Consequently, option prices can be evaluated in a risk-neutral and unique manner, taking into account Leptokurcity and Fat-tail of a price change distribution.

System for evaluating price risk of financial product or its financial derivative, dealing system and recorded medium

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Kanagawa, Japan

Hiroaki Okuda