外汇结构性存款的期权定价方法及投资风险分析  

Option Pricing Method and Investment Risk Analysis for Structured Deposits of Foreign Currency

作　　者：沈传河[1] 

机构地区：[1]山东科技大学经济系,山东泰安271019

出　　处：《山东科技大学学报（自然科学版）》2005年第2期100-103,共4页Journal of Shandong University of Science and Technology(Natural Science)

摘　　要：外汇结构性存款具有期权特征,使存款收益变得不确定。本文分析了本金无风险和本金有风险两种类型外汇结构性存款的期权特征,并结合定价方法,探讨了相应的投资风险。Structured deposits of foreign currency are of option features, which make profits of the deposits uncertain. This paper analyzes the option features of structured deposits of foreign currency with both non-risk principal and risk principal respectively. And the paper discusses corresponding investment risks combining with their pricing methods.

关 键 词：外汇结构性存款 利率期权 货币期权 投资风险 

分 类 号：O211.67[理学—概率论与数理统计]