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Financial Engineering Applications of Forward Start Options for Structured Products with...
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结构化金融衍生产品的理论定价模型与实证——基于汇丰银行 SLSA 系列理财产品
时旭辉, 侯明亮, 徐红娟 - 广东金融学院学报, 2012 - cqvip.com
在综合考察结构化金融衍生产品多种定价思路的基础上, 结合汇丰银行推出的SLSA
系列理财产品, 运用连续无套利组合定价法和离散二叉树风险中性定价法, 将Monte Carlo …
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