| 荷银澳元理财产品分析 |
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| 引用本文： | 徐耀庆,简海平.荷银澳元理财产品分析[J].北京市财贸管理干部学院学报,2011,27(1):38-40. |
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| 作者姓名： | 徐耀庆 简海平 |
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| 作者单位： | 北京财贸职业学院,北京,100010 |
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| 摘 要： | 荷兰银行于09年6月推出一款个人保本理财产品,以澳元对美元的汇率为标的,号称＂涨跌双赢＂,年收益率可高达9%,本文从该产品的性质、该产品对日波动率变动的反应分析、即期汇率与汇率均值有较大差距时的反应分析得出结论,该产品风险很大,这是二元期权的基本特征。
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| 关 键 词： | 收益率 二元期权 档板 次贷危机 |
Algemene Bank Nederland Australian Dollar financial product analysis |
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| Xu Yaoqing,Jian Haiping.Algemene Bank Nederland Australian Dollar financial product analysis[J].Journal of Beijing Institute of Finance and Commerce Management,2011,27(1):38-40. |
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| Authors: | Xu Yaoqing Jian Haiping |
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| Institution: | Xu Yaoqing Jian Haiping |
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| Abstract: | Algemene Bank Nederland developed personal break-even financial products in June 2009.to Australian dollar＇s exchange rate against dollar,so-called highs and lows in win-win,annual rate of return reached 9%,this paper draw a conclusion from the nature of the product,the product of daily volatility changes response analysis,the spot exchange rate and exchange rate mean gap reaction that the product＇s risk is very big,it is the basic features of binary options. |
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| Keywords: | profitability dual option baffle plate the Subprime Crisis |
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