我国区间触发型理财产品定价研究——以汇聚宝0903V－澳元“金上加金”为例

摘　要：区间触发型黄金理财产品作为一种新型的理财产品综合了固定收益证券和黄金的特点，具备抵御通货膨胀和实现资产保值增值的双重功能，得到了快速的发展，但该类产品的条款往往复杂多变，投资者较难判断其真实收益状况以及隐藏的风险和问题。鉴于此，本文以中国银行发行的汇聚宝0903V－澳元“金上加金”理财产品为例，运用GARCH模型和MonteCarlo模拟，运用现代期权定价理论，对我国黄金挂钩型理财产品进行定价，并进一步探究了我国黄金挂钩型理财产品的收益特点。
 关键词：黄金理财产品；区间触发；期权定价理论

 A Study on the Prieing of the Gold Finance on Interval Trigger Product in China 

Abstract: As one of newly designed financial product,the Finance Product linked with gold products offer the joint benefits of fixed rate otes with gold.witch have double functions of defending inflation and preserving value or increasing value,the Finance Product linked with gold products have experienced a massive boom in China.However, the clause of those products are often Complicated, investors always difficult to judge the real returns and the hidden risks .Concerning all above factors, a gold price linked range financeing Products issued by CITIC bank are taken as examples for this study.Based on modern option pricing theories,employing Tgarch model and Monte Carlo simulation,pricing method,yield distribution characteristics .
Key　words：gold financial product；Interval Trigge；modern option pricing theories

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