Dissertation > Excellent graduate degree dissertation topics show

The Design and Pricing of a Financial Product with Promised Lowest Return

Author: XinHeGeng
Tutor: YangZhaoJun
School: Hunan University
Course: Probability Theory and Mathematical Statistics
Keywords: Financial products Pricing Structured financial derivative products Model
CLC: F830.9
Type: Master's thesis
Year: 2009
Downloads: 317
Quote: 0
Read: Download Dissertation


Product design and pricing of financial derivatives problem is the difficulty of the study of financial derivatives , the core of the problem of financial derivative products . Paul the end of financial products as an important financial derivative products , regardless of its design and pricing of the issuer or investors to he says it, has a very important research significance . this article First analysis of Paul bottom type of financial product of the product constitutes and design characteristics ( these characteristics constitute a guaranteed bottom -type product 's pricing foundation ) , then the product valuation principle , affect the pricing factors . pricing model and pricing methods , in-depth analysis and research . specific products pricing method is Paul bottom type product pricing study 's focus and difficulty . this article to static security at the end -type and dynamic packing bottom type two kinds of products as an example , the use of probability theory and mathematical statistics , modern option pricing theory , specific study of the two products pricing method , and get the analytical solution . This article seeks to ensure bottom type of financial product of the design issues conducted a systematic study and analysis of its design principle , pricing methods, combined with our guaranteed bottom -type financial products design and development of the status quo and explore promoting Paul bottom type of financial product development feasibility choose , in order to ensure bottom type of financial product 's design has played a certain reference . article last of Paul bottom type financial products problems in design and development , from both the issuer and the market levels to explore the countermeasures proposed the corresponding design proposals and that matching measures required to promote the security at the end of the financial product development model we have given in this article product Type empirical analysis and numerical experiments . empirical analysis and numerical experiments show that this paper the structure of the model is effective .

Related Dissertations

  1. Research on Magnetic Field Sensor Based on GMI Effect and Geomagnetic Matching Algorithm,P318
  2. EDM Electrode Wear Mechanism and Control Research,TG661
  3. Experimental Study on Pyrolysis and Combustion Characteristics of Paint and Tar Based Single Hazardous Wastes,X705
  4. Powered Activited Carbon-UF for Treating Micro-polluted Surface Water,X703
  5. Design and Research on Stabilization Loop of Gyro Stabilized Pod Control System,V241.5
  6. Satellite Attitude Control Methods Using Only Magnetorquers,V448.222
  7. Investigation of Turbine S2 Stream Surface Direct Problem Aerodynamic Optimization Design,V235.11
  8. Temperature Drift Modeling and Compensation of Fiber-Optic Gyroscopes,V241.5
  9. Research on Models and Simulation of Electromagnetic Railgun Exterior Trajectory,TJ399
  10. The Technological Parameter Analysis and Influencing Factor Research on RUV4 Automobile Ignition Coils,U463.64
  11. The Study of Control Algorithm for Automotive Power Window Based on Lin Bus,U463.6
  12. The Research of Residential Community Design of Vanke Model,TU984.12
  13. The Equivalent Circuit Model of Radial Vibration Mode Piezoelectric Transformer and Its Application,TM406
  14. Research on Compensation of Hysteresis in Piezoceramic Actuators,TM282
  15. The Design and Accomplishment of Simulition Platform for Voltage Clamp Experiment Based on Cell Electrophysiological Model,R318.0
  16. A Study of the Application of TBLT to English Teaching in Rural Middle School,H319
  17. Quantitative evaluation model based on information entropy of the classroom observation,G632.4
  18. High school politics,the new curriculum reform classroom teaching model to integrate exploration,G633.2
  19. Research and Implement of SDO Model in University Enroll System Based on SOA,G647
  20. Multiple ANN/HMM Hybrid Used in Speech Recognition,TN912.34
  21. Superresolution of Hyperspectral Images Based on Spatial-Spectral Information Coordination,TN911.73

CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Financial market
© 2012 www.DissertationTopic.Net  Mobile