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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
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Abstract


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 .

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Financial market
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