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碩士 === 國立中央大學 === 財務金融學系在職專班 === 106 === This paper focuses on structured products and investigates the risk investors may take when they buy these products. Following chapters start from introducing the development of structured products. After, the paper use two products, Target Redemption Forwa...
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2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/yfff76 |
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ndltd-TW-106NCU053040432019-09-19T03:30:13Z http://ndltd.ncl.edu.tw/handle/yfff76 none 金融商品評價與風險分析：一籃子資產結構型商品與匯率衍生性商品為例 TSAI, MING-HUNG 蔡明宏 碩士 國立中央大學 財務金融學系在職專班 106 This paper focuses on structured products and investigates the risk investors may take when they buy these products. Following chapters start from introducing the development of structured products. After, the paper use two products, Target Redemption Forward and Basket Equity Link to Note, as case studies. By explaining factors which affect the investment value and the principle of pricing, this paper can help investors who buy this kind of products fully understand the risk they may take and then makes these products more acceptable. In order to understand factors that affect structured products thoroughly, this paper not only prices these products by using Black-Scholes model and Monte Carlo simulation, but also does sensitivity analysis. Ting-Pin Wu 吳庭斌 2018 學位論文 ; thesis 40 zh-TW |
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NDLTD |
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zh-TW |
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NDLTD |
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碩士 === 國立中央大學 === 財務金融學系在職專班 === 106 === This paper focuses on structured products and investigates the risk investors may take when they buy these products. Following chapters start from introducing the development of structured products. After, the paper use two products, Target Redemption Forward and Basket Equity Link to Note, as case studies. By explaining factors which affect the investment value and the principle of pricing, this paper can help investors who buy this kind of products fully understand the risk they may take and then makes these products more acceptable. In order to understand factors that affect structured products thoroughly, this paper not only prices these products by using Black-Scholes model and Monte Carlo simulation, but also does sensitivity analysis.
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Ting-Pin Wu |
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Ting-Pin Wu TSAI, MING-HUNG 蔡明宏 |
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TSAI, MING-HUNG 蔡明宏 |
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TSAI, MING-HUNG 蔡明宏 none |
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TSAI, MING-HUNG |
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2018 |
| url |
http://ndltd.ncl.edu.tw/handle/yfff76 |
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