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Study Of Our Bank's Foreign Exchange Structured Deposit

Posted on:2008-10-31Degree:MasterType:Thesis
Country:ChinaCandidate:C H FengFull Text:PDF
GTID:2189360212475971Subject:Finance
Abstract/Summary:PDF Full Text Request
Foreign exchange structured deposit is one of the innovative financing product prevalent in the current market, it always pluses another or more options on the simple fixed deposit to make the return yield include not only the fixed deposit's interest but the option's profit and loss as well, so it finally realizes the income-promoting of the investment.The second chapter introduces the concept of foreign exchange structured deposit through analyzing how to classify it and how it has developed in China. It is the innovative deposit appending several kinds of options on the simple fixed deposit to improve the final return.The third chapter emphasizes on the three principle of the common option pricing: Binomial Trees. It includes their simple deducing process and analyzes where they should be applied to.
Keywords/Search Tags:Structured Deposit, Binomial Trees, the BLACK-SCHOLES Model, MONTE CARLO Simulation
PDF Full Text Request
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