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一种创新型黄金衍生产品的定价研究 被引量：9

On the Pricing of A New Gold Derivative Product
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摘要 本文探讨国际资本市场中广泛应用的一种金融衍生产品——联结票据(linkednotes)的定价和建模。文章前半部分介绍了联结票据及其各种常用类型;后半部分结合黄金生产企业的实际情况,提出了和黄金价格挂钩的金融衍生产品——黄金联结票据,并对其进行了定价研究和敏感性分析。 This paper investigates the pricing and modeling of linked-notes, which is a kind of useful financial derivatives in the market oversea. Firstly, the author introduces linked-notes and its popular types. And secondly, considering the situations of gold production enterprise, the author brings forward the gold linked-notes and then further analyzes the pricing and sensibility of the new product.
作者 孙兆学
机构地区 中国地质大学
出处 《金融研究》 CSSCI 北大核心 2009年第3期171-177,共7页 Journal of Financial Research
关键词 黄金联结票据 Monte—Carlo模拟 金融衍生产品 gold linked-notes Monte-Carlo simulation financial derivatives
分类号 F830.94 [经济管理—金融学] F224 [经济管理—国民经济]
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参考文献8

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二级参考文献11

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共引文献40

同被引文献109

引证文献9

二级引证文献42

金融研究
2009年 第3期

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