| dc.contributor.advisor | 陳松男 | zh_TW |
| dc.contributor.author (Authors) | 吳哲彬 | zh_TW |
| dc.contributor.author (Authors) | wu ,che pin | en_US |
| dc.creator (作者) | 吳哲彬 | zh_TW |
| dc.creator (作者) | wu ,che pin | en_US |
| dc.date (日期) | 2003 | en_US |
| dc.date.accessioned | 11-Sep-2009 17:55:29 (UTC+8) | - |
| dc.date.available | 11-Sep-2009 17:55:29 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-Sep-2009 17:55:29 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0089932035 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/30438 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經營管理碩士學程(EMBA) | zh_TW |
| dc.description (描述) | 89932035 | zh_TW |
| dc.description (描述) | 92 | zh_TW |
| dc.description.abstract (摘要) | 本篇論文結構如下:第二節將介紹結構型商品的特色與型態,第三節將介紹商品之定價模型將推導出六種不同類型之權證的封閉解評價模型, 第四節將介紹波動度的估計與參與率的決定,第五節將介紹六種市面上銷售之投資型定存金融商品與個案實證分析,第六節將介紹商品銷售成功因素,第七節對本論文做總結. 而本文所要探討之商品分析為1保本型商品:股權連結類之股權保本型連動債券及匯率連結型之投資型定存,及2高收益型商品:連結匯率之雙貨幣之投資型定存.所選擇之6個商品為銀行在2001年所推出之商品,且其中有5個為定存結合歐式選擇權,另一個為定存結合美式選擇權;但因其連結之標的為單一指數及匯率,且有公式解,因此在產品定價分析較為單純. | zh_TW |
| dc.description.abstract (摘要) | "投資型定存商品的創新與評價 目錄 page 壹 緒論 1 貳 結構型商品之型態與特色 7 參 商品之定價模型 11 肆 波動度(Volatility) δ計算與參與率(α)之決定 26 伍 新金融商品創新與個案實證分析 27 陸 商品銷售成功之因素分析 63 柒 結論 66 附錄: 附錄1 67 附錄2 69 附錄3 70 附錄4 71 參考文獻 73 | - |
| dc.description.tableofcontents | 投資型定存商品的創新與評價 目錄 page 壹 緒論 1 貳 結構型商品之型態與特色 7 參 商品之定價模型 11 肆 波動度(Volatility) δ計算與參與率(α)之決定 26 伍 新金融商品創新與個案實證分析 27 陸 商品銷售成功之因素分析 63 柒 結論 66 附錄: 附錄1 67 附錄2 69 附錄3 70 附錄4 71 參考文獻 73 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0089932035 | en_US |
| dc.subject (關鍵詞) | 投資型定存 | zh_TW |
| dc.title (題名) | 投資型定存商品之創新與評價 | zh_TW |
| dc.type (資料類型) | thesis | en |
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