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• Main Authors: Ya-ping Lin, 林雅萍
• Other Authors: 吳庭斌
• Format: Others
• Language: zh-TW
• Published: 2015
• Online Access: http://ndltd.ncl.edu.tw/handle/03890815623673291941

碩士 === 國立中央大學 === 財務金融學系在職專班 === 103 === Abstract The ever-changing variety of financial investment pipeline and investment tools in economic environment, but the nature of the financial product does not seem to change much, Interest rate derivative products for the bulk trading volume, foreign exchange transaction in again.So the subject matter of this paper, for example, the EURO / USD exchange rate, The two types of structured note are "Accumulator Contract" and "Target Redemption Forward Contracts" have lot of the regular operation of corporate . Contains the accumulator contents of three Option Contract type Products and the type of target redemption forward contracts of nine Option Contract type Products ... twelve Products collation and analysis of commodities, investors can expect some understanding of what it. In accumulator Contract type I selected「Accumulator Double Knock-out Contract, 」the volatility using the" Newton's method " to obtain the implied volatility, use the" Moment Method, " Lower variance, the use of" Monte Carlo "Calculating sensitivity and value at risk amount, and the effects of volatility for products. Target redemption forward contracts, I chose「AKO Counting Target Forward,」 the volatility using the "historical volatility", using "Antithetic Method " lower variance, and "Monte Carlo " Calculating sensitivity and value at risk amount . I tried to adjust the product condition so as to achieve commodity becomes favorable for investors trading conditions. The investors must understand the products' risk and profit before investing.