This paper uses BDT model to price t he foreign exchange structured deposits issued in the beginning of 2004.The results show that they are all issued in discount.

 
  • 本文使用BD T模型對2004年初發(fā)行的外匯結構性存款進(jìn)行定價(jià),結果表明這些存款的價(jià)值都高于存款本金。
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