| dc.description.abstract | In recent years, more and more structured trade flourished. How to find suitable properties of commodity risk from lots of investment targets? It is increasingly important to investors. This paper chooses the current common market commodity, like equity-linked notes and dual currency deposit, to evaluate and analyze. Hope to let people know more about the general investment market structured commodity remuneration patterns, and potential investment risks.
This paper evaluated the two commodities for the issuance of Yuanta Securities Co., Ltd. ”bumper month equity linked notes” and Chang Hwa Bank issued ”yield-enhanced dual currency deposit,” according to commodity remuneration
patterns, dismantling two commodity composition structure of files and standing investors and issuers perspective of their motivation. In this paper, to evaluate two structured commodity by Monte Carlo simulation. The simulation results were observed between the two years before the back-testing the robustness of the analysis and discussion of the underlying asset price, the underlying volatility and correlation of the underlying asset, such as parameters change, the impact on the value of the goods, the person has to make the investment in the economic data changes can have alerted Goods of investment risk and will be explained, and finally attach the actual earnings situation of goods, with the simulation results for comparison.
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