The Research about the Financial Derivative Products of ShangRao Branch, Bank of China
|School||Xi'an University of Technology|
|Keywords||Shangrao City Branch , Bank of China Financial derivative products Two Depot Option treasure Huijubao|
With the growing scale of China 's foreign exchange savings , and foreign currency deposits of low interest rates and exchange rate risk inherent in the foreign exchange market , foreign exchange holders no longer satisfied with only ordinary deposits and a firm offer trading of such investment channels , they hope the market can provide innovative new investment channels . The Shangrao City Branch , Bank of China Financial Derivatives two Depot options treasure and Huijubao will meet this demand . These types of financial derivative products appeared on the subject of widespread concern in the market , this is a step towards maturity and the sound is very important I Bank of China branch in Shangrao City . Research object of the paper to the Bank of China, the Shangrao City \u0026 behavior , clarify the theoretical background of the development of modern financial and exchange rates , interest rates , gold price formation mechanism based on analysis of the existing problems in the basic condition and operations of the Bank of China branch in Shangrao City , existing varieties of business , financial derivatives transactions and strategies do focus , and pointed out that the problem exists in the pricing of financial derivatives . The famous Black-Scholes pricing model , its theoretical price and the actual price of the empirical analysis , analyzed according to the change in the exchange rate of the Depot and options treasure earnings . Paper measures and the proposed development of the Bank of China branch in Shangrao City financial derivatives to develop coping strategies of financial derivative products , financial derivative product marketing , risk prevention measures and pricing recommendations , and combined with the actual situation of the Bank of China branch of Shangrao City establish the business model of the Bank of China branch in Shangrao City financial derivative products , both from the financial services and banking risk management . I hope this dissertation research can provide reference for further development of financial derivative products business for the Bank of China branch in Shangrao City .