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dc.contributor.advisor陈善昂
dc.contributor.author陈宾辉
dc.date.accessioned2017-06-20T08:41:18Z
dc.date.available2017-06-20T08:41:18Z
dc.date.issued2016-07-11
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/134118
dc.description.abstract本研究先详细介绍了各资产管理机构资管业务的竞争情况以及其资管产品的特征对比,发现各资管机构之间竞争激烈、产品差异化较小,竞争优势表现为某些机构拥有某些制度红利,未来的资管竞争应着眼于产品创新,设计更多差异化产品满足不同投资者的特异性投融资需求。因此该研究旨在帮助金融机构进行产品创新提供理论上的指导,为泛资管产品的定价提供更深层次的洞见;同时,研究所推导出的泛资管产品的定价公式可以为泛资管产品在到期前的交易转让提供一个内在价值作为转让参照。 研究模型基于六个基本假设,在此基础上分别定出了固定收益类产品配置比率和无风险利率两者均为常数和均随机波动两种情况下,泛资管产品的优先级份额与劣后级份额在其...
dc.description.abstractAt the beginning, this research introduces the competition among all the asset management institutions as well as the comparison between their asset management products, so it find out that the competition within the asset management institutions are very fierce! Their products demonstrate little difference, so for some asset management institutions, their competitive advantage only lie in some sp...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=51431&doctype=ALL&strSearchType=callno
dc.source.urihttp://210.34.4.13:8080/lunwen/detail.asp?serial=55386
dc.subject泛资管产品
dc.subject结构化
dc.subject定价
dc.subjectGeneral asset management products
dc.subjectstructure
dc.subjectpricing
dc.title关于两级结构泛资管产品权益份额的定价研究
dc.title.alternativePricing Theory of General Asset Management Product with Two Layers Structure
dc.typethesis
dc.date.replied2016-05-20
dc.description.note学位:金融硕士
dc.description.note院系专业:王亚南经济研究院_金融硕士
dc.description.note学号:27720131152800


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