对两类挂钩股票理财产品的定价研究

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1、上海高级金融学院金融学硕士学位论文对两类挂钩股票理财产品的定价研究论文题目：姓名：陈思靖学号：1113809215指导教授：巨能久上海高级金融学院制表2013年06月07日万方数据硕士学位论文对两类挂钩股票理财产品的定价研究ResearchonthePricingofTwoKindsofEquityLinkedProductsinChina作者：陈思靖导师：巨能久教授上海交通大学上海高级金融学院二○一三年五月万方数据ResearchonthePricingofTwoKindsofEquityLinkedProductsinChinaByChenSijingUndertheSup

2、ervisionofProfessorJuNengjiuSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2011万方数据万方数据万方数据ContentsAbstract..............................................................................................

3、....................i摘要........................................................................................................................ii1.Introduction........................................................................................................11.1Backgroundofresearch.....

4、......................................................................11.1.1Structurednotes............................................................................11.1.2Equitylinkednotes(ELN)............................................................21.1.3Categoriesofequitylinkednotes..

5、................................................31.2Reviewofliterature..................................................................................51.2.1Foreignresearch............................................................................51.2.2Domesticresearch.....................

6、....................................................82.Assumptions.....................................................................................................103.AnalysisofPTN...............................................................................................123.1ProductD

7、escription...............................................................................123.2Pricingprocess.......................................................................................133.2.1Simulationtrials..............................