Analysis On The Features And Pricing Of The Equity-linked Structured Bank Financial Management Products

The so-called structured bank financial management products, refers to a kind of products which is the combination of the fixed income products and the the derivative products. The structured bank financial management products can be classified as equity-linked, gold-linked, exchange rate-linked, when the derivative part of the structured bank financial management products are different.The structured bank financial management products are so complex that they are hard for analysis to the investors.This paper keeps an eye on the structured bank financial management products, and uses static to analyze the market and characters of these products. Then, it focuses on the equity-linked structured bank financial management products, and analyzes the feature of them by classifying them into different kinds. At the end of the paper, we use Monte Carlo methods to simulate the value of the products, and explain the reasons which make differences between the value and the market price of the equity-linked structured bank financial management products.