摘要
近年来,结构性理财产品在国际金融市场上获得了较快的发展,然而现有产品的同质化现象却极为严重。在国债期货重新挂牌上市的金融环境下,本文在金融工程组合分解技术的基础上设计一款挂钩国债期货(TF1506)同时内嵌亚式期权的结构性理财产品,并对其进行可行性分析,从而有效避免现有产品的高同质性问题。
In recent years,structured financial products gained rapid development in the international financial market,however,homogenization of existing products is extremely serious.In the context of treasury futures' return,this paper use the portfolio decomposition technique to design a structured financing product embedded Asian option,and use the treasury future(TF1506) to research the reasonableness of the product designing and pricing,thus effectively circumvent the existing products of high homogeneity problem.
出处
《财会通讯（中）》
北大核心
2015年第12期3-6,129,共4页
Communication of Finance and Accounting
基金
天津市哲学社科类基金(项目编号:TJGL13-039)阶段性研究成果
关键词
结构性理财产品
国债期货
组合分解技术
亚式期权
Structured financing product
Treasury future
Portfolio decomposition technique
Asian option
