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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/71766

    Title: TRF與DKO評價與客戶承做目的之分析
    Authors: 陳姿因;Chen,Tzu-Yin
    Contributors: 財務金融學系在職專班
    Keywords: TRF與DKO評價;TRF;DKO
    Date: 2016-07-20
    Issue Date: 2016-10-13 13:51:13 (UTC+8)
    Publisher: 國立中央大學
    Abstract: 本研究欲探討TRF與DKO之架構與計價模組之不同,進而帶到客戶承作之目的;及日前在人民幣系統性風險發生後,產品對投資人造成的影響。研究方法為使用外匯選擇權的模型,藉由蒙地卡羅的模擬及波動度的估計,來評價TRF與DKO產品在市場波動時的產品價值等分析。
    ;Due to the currently Renminbi(RMB) systemic risks deeply influence clients in their investment. In order to let investors to think carefully about this kind of product, this research is trying to compare the difference of calculation model and structure detail between TRF and DKO. By using the model of FX option, use Monte Carlo method and volatility estimate, to evaluate when we face market movement, how goes the value of TRF and DKO products.
    Recently, due to RMB one-way appreciation, RMB related products became a good choice for investors. This make investors trade product aggressively to reduce their lost or try to increase the investment income. However, when the investment losses actually happened, the loss amount is always unimaginable for investors. And that is the reason why the controversy of client complaints keeps happening.
    In order to let investors know more about these kind of products, this research is trying to analyze the influence between investors′ mental status and structure detail of TRF and DKO products when impact factors moved.
    Appears in Collections:[財務金融學系碩士在職專班] 博碩士論文

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