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1、上海高級金融學院金融學碩士學位論文對兩類掛鉤股票理財產品的定價研究論文題目:姓名:陳思靖學號:1113809215指導教授:巨能久上海高級金融學院制表2013年06月07日萬方數據碩士學位論文對兩類掛鉤股票理財產品的定價研究ResearchonthePricingofTwoKindsofEquityLinkedProductsinChina作者:陳思靖導師:巨能久教授上海交通大學上海高級金融學院二○一三年五月萬方數據ResearchonthePricingofTwoKindsofEquityLinkedProductsinChinaByChenSijingUndertheSup
2、ervisionofProfessorJuNengjiuSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2011萬方數據萬方數據萬方數據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..............................