Pricing of Structured RMB Deposit Products Based on Uncertainty Theory
Different from RMB deposit,structured RMB deposit is a financial product that enables investors to obtain higher returns than RMB deposit based on taking certain risks.Under the framework of uncertainty theory,this paper deals with the pricing of break-even stock index-linked structured RMB deposit products without a yield ceiling and stock index-linked structured RMB deposit products,and gives corresponding numerical examples.Finally,Matlab software is used to analyze the risks of these two financial products and provide rea-sonable suggestions for investors of these products.
万方数据
维普
