| With the further development of China’s financial market,structured financial products ofcommercial banks are gradually becoming concerned by investors because of its advantages.However, due to the complex structure and the shocking market,some structured financial productscan not achieve the expected benefits of investors.The "zero income" and "negative earnings"events enlarge the risks of investing the structured financial products of commercial banks.So, we try to use Monte Carlo simulation method to simulate the structured financial productsof the commercial banks by Matlab software.The simulation of the underlying assets of the futureis to measure the investment and risk, then to provide a referenced value method for investors toanalysis the structured financial products.the potential risk of structured financial products in thefinancial management tool is expected to make rational investment decisions on the basis of fullanalysis.The thesis consists seven parts.The first part outlines the research background, researchpurpose,the significance, the main content and methods of this research; the second partintroduces the main concepts and theory overview to laid the theoretical foundation for the laterresearch; third part is a detailed introduction and analysis on development and investment status ofstructured financial products, which paves the way for the analysis of the structure of financialproducts investment returns; the fourth part introduces the Monte Carlo simulation method toachieve the basic principle analysis of the investment returns and risk of structured financialproducts of commercial banks by Matlab software; the fifth part of the selection use the pricedesign module of the fourth parts to analysis investment returns and risk; the sixth part putsforward some proposals for financial products investment of investors; the seventh partsummarizes the full text, summary of this research and put forward the prospects in this field. |
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