本篇論文結構如下:第二節將介紹結構型商品的特色與型態,第三節將介紹商品之定價模型將推導出六種不同類型之權證的封閉解評價模型, 第四節將介紹波動度的估計與參與率的決定,第五節將介紹六種市面上銷售之投資型定存金融商品與個案實證分析,第六節將介紹商品銷售成功因素,第七節對本論文做總結.

而本文所要探討之商品分析為1保本型商品:股權連結類之股權保本型連動債券及匯率連結型之投資型定存,及2高收益型商品:連結匯率之雙貨幣之投資型定存.所選擇之6個商品為銀行在2001年所推出之商品,且其中有5個為定存結合歐式選擇權,另一個為定存結合美式選擇權;但因其連結之標的為單一指數及匯率,且有公式解,因此在產品定價分析較為單純.

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