Mean percentage of returns for stock market linked savings accounts
Mean percentage of returns for stock market linked savings accounts
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与股票市场挂钩的储蓄账户的平均回报百分比
DOI：
10.1016/j.amc.2015.09.049
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发表时间：
2016
影响因子：
4
通讯作者：
Feng L
中科院分区：
文献类型：
--
作者：
Feng L
与股市挂钩的储蓄账户变得越来越流行。这些账户的收益是随机的，因此收益，即使是初始资本，也不能得到保证。它们与人们熟悉的固定期限、固定利率储蓄账户有很大不同。本文的目的是对股票市场挂钩储蓄账户进行随机和数值分析，以建立平均收益率理论。我们将主要对与英国金融时报证券交易所(FTSE)100指数挂钩的5个典型计划进行案例研究，但所开发的理论已得到充分说明，以便读者将其应用于其他计划。
Stock market linked savings accounts have become more and more popular. The returns of these accounts are random so the returns, even the initial capital, are not guaranteed. They are very much different from the familiar fixed-term-fixed-rate savings accounts. The aim of this paper is to perform the stochastic and numerical analysis on the stock market linked savings accounts in order to establish the theory on the mean percentage of return (MPR). We will mainly perform the case studies on 5 typical plans linked to the UK Financial Times Stock Exchange (FTSE) 100 Index, but the theory developed is fully illustrated so that it can be applied to other plans by the reader.