Design Of Structured Wealth Management Products Based On Capital Preservation Floating Consumption 50 Index

China's national economy has developed rapidly since the reform and opening up 40 years.In 2018,the annual GDP exceeded 90 trillion yuan,and the per capita GDP was about 9777 US dollars.At the same time of per capita GDP growth,residents' demand for structured wealth management products of commercial banks pays more attention to quality and benefits.The price of products will directly affect the demand for structured wealth management products in the market,and the difference in product pricing will bring uncertain risks to commercial banks.Therefore,how to design wealth management products and rational pricing becomes a problem that banks and investors need to pay attention to.Under the new normal economy,domestic commercial banks pay more and more attention to structural wealth management products,such as the Shanghai and Shenzhen 300 Index,the SSE 50 Index,the CSI 500 Index linked to structured wealth management products,and the 50 ETF linked structured wealth management products in the commercial.The proportion of banks' wealth management business is becoming more and more significant,and the research and design of commercial banks' structured financial products linked to the capital-based floating consumption 50 index is relatively rare.This paper refers to the design of existing structured wealth management products and combines the fixed income bond pricing method and the option pricing method to price the two wealth management products designed in this paper.The pricing results are verified and evaluated according to the real data and actual income of the wealth management products..In view of the design of the capital preservation floating consumption 50 index linked to structural wealth management products,this paper is divided into six parts for discussion.The first part expounds the research background,research significance and literature review of the stock index-linked structural products.The second part mainly discusses the product overview,development status and problem analysis.The third part analyzes the supply and demand of the product market.Product benefits and risk analysis,product basic elements and parameters are discussed in three aspects;the fourth part is from product positioning to product structure construction to product pricing mechanism for product design;the fifth part is product case analysis,mainly used The BS option pricing method,Monte Carlo simulation and option binary tree pricing method are used to analyze the value of the financial derivative contract.Finally,the EXCEL tool is used to comprehensively evaluate the rationality of product pricing.The sixth part summarizes and targets this paper.The four main problems existed and corresponding recommendations were made.