An Empirical Analyses on the Pricing of the Equity-linked Financial Products Based on the Jump-diffusion Model

摘要：

　　With the strong rebound in A shares at the end of 2014, people pay much attention to the equity-linked financial products, however, little research is focus on the pricing of equity-linked financial products in China.Taking Guangdong Development Bank huan xin gu wu financial products as an example, based on the jump-diffusion model, this paper studies the pricing of equity-linked financial products separately by calculating the yield function and Monte Carlo simulation.

关键词： Jump-diffusion Model Equity-linked financial products Monte Carlo simulation

作者: ZHANG Xue

作者单位: College of Sciences,North China Univ.of Tech,P.R.China,100144

会议类型: 国际会议

会议名称: The 7th International Institute of Statistics & Management Engineering Symposium(IISMES2015) (第七届国际统计与管理工程学术研讨会)

会议地点: 山东 日照

会议语种:英文

页码: 373-377

在线出版日期: 2015-08-17（万方平台首次上网日期，不代表论文的发表时间）