Terms Of Design. "dividends And Stock Index-linked Security At The End Fund And Pricing

In the recent years, with the people's financial sense was escalated, the deposit has not satisfied the demand of the people's financing. The people has more claims about the investment financing, however, the simple stock and bond market have not satisfied their demands completely. Aiming at the different risk preference and expectation of ROI, some financial institutions have launched a series of FP innovation, such as Option Fund etc, to meet the demands of investment financing. The design clause and accurate pricing of the financial production so you say, have very important realistic significance for the investor and the financial institution.In this paper,first introducing the development and actuality of the fund on the securities market in the domestic, in particular, the Fund With Promised Lowest Return.After that, summarizing the theory, means and model of the option pricing.Finally, Pricing and demonstrating the Profit-Sharing Principal-Protected fund with Monte Carlo simulation technique, and verify the simulation value with the actual market net value on "The Southern Hedge-Increment Fund 202202", analyze the cause of the bringing deviation.