結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例

碩士 === 佛光大學 === 管理學系 === 103 === In this article, we want to calculate the fair price of the structure note using Monte Carlo simulation and to analysis the composition and characteristic of the note in financial markets. The interest payment of the note depends on the level of the dual currency and...

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Main Authors:	Yan-Jean Chuang, 莊雅真
Other Authors:	Chi-Hsun Chou
Format:	Others
Language:	zh-TW
Published:	2015
Online Access:	http://ndltd.ncl.edu.tw/handle/98814698252805046102

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spelling	ndltd-TW-103FGU005830182017-08-20T04:07:03Z http://ndltd.ncl.edu.tw/handle/98814698252805046102 結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例 Yan-Jean Chuang 莊雅真碩士佛光大學管理學系 103 In this article, we want to calculate the fair price of the structure note using Monte Carlo simulation and to analysis the composition and characteristic of the note in financial markets. The interest payment of the note depends on the level of the dual currency and the principal is not guarantee at maturity. The valuation formulae are easy to implement in practice and the parameters can be acquired easily from the market quantities. keywords: Structured notes、Monte-Carlo Simulation Chi-Hsun Chou 周奇勳 2015 學位論文 ; thesis 41 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 佛光大學 === 管理學系 === 103 === In this article, we want to calculate the fair price of the structure note using Monte Carlo simulation and to analysis the composition and characteristic of the note in financial markets. The interest payment of the note depends on the level of the dual currency and the principal is not guarantee at maturity. The valuation formulae are easy to implement in practice and the parameters can be acquired easily from the market quantities. keywords: Structured notes、Monte-Carlo Simulation
author2	Chi-Hsun Chou
author_facet	Chi-Hsun Chou Yan-Jean Chuang 莊雅真
author	Yan-Jean Chuang 莊雅真
spellingShingle	Yan-Jean Chuang 莊雅真結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
author_sort	Yan-Jean Chuang
title	結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
title_short	結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
title_full	結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
title_fullStr	結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
title_full_unstemmed	結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
title_sort	結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例
publishDate	2015
url	http://ndltd.ncl.edu.tw/handle/98814698252805046102
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結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例

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