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dc.contributor.advisor李常青
dc.contributor.author张海钧
dc.date.accessioned2017-06-20T08:12:31Z
dc.date.available2017-06-20T08:12:31Z
dc.date.issued2016-03-29
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/128890
dc.description.abstract结构化投资产品(以下简称“结构化产品”)是将债券、定期存款等固定收益率产品与金融衍生品组合在一起而形成的一种金融创新产品,通常具有保本、期限固定、挂钩特定资产和收益公式化的特点,其设计主要是对于债券、期权及其组合的创新。其中,债券投资的比例显示了产品的风险承受能力,而期权合约则利用期权合约的杠杆性提高权益倍数,以最大化投资者收益。 本文设计了一个保本率为2%,挂钩标的资产为沪深300股指指数的牛市价差结构化产品。根据历史数据的计算结果显示,若该产品在2015年1月5日成立,运作期限半年,对投资者而言,该产品期望年化收益率为5.27%。由于实际市场行情好于预期,该产品到期时实际年化收益率高达1...
dc.description.abstractStructured investment products (hereinafter referred to as "structured products") is a kind of financial innovation products that combined with bond, deposit and derivatives (such as schedule, swaps, forwards, etc.). In 1990s, Most investors hope that their principal is safe. However, the traditional investment tools have not been able to meet the needs of investors. The structured products which ...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=51022&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=54235
dc.subject结构化产品
dc.subject债券
dc.subject期权
dc.subject沪深300
dc.subjectStructured Products, Bonds
dc.subjectoptions
dc.subjectCSI 300
dc.title结构化投资产品的设计研究
dc.title.alternativeA Study on the Design of the Structured Products
dc.typethesis
dc.date.replied2015-10-16
dc.description.note学位:工商管理硕士
dc.description.note院系专业:管理学院_工商管理硕士(高级管理人员工商管理硕士)
dc.description.note学号:X2014156103


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