针对由期权和固定收益类产品组合而成的结构性理财产品，本项目基于互联网金融模式对结构性理财产品进行风险度量理论、方法及应用研究，建立基于互联网金融环境下用不同分布类型来刻画风险因子相依关系的线性和非线性资产组合的风险集成度量模型。进而应用稀有事件模拟和智能化风险控制等技术，度量出结构性理财产品的风险。体现：（1）从市场风险因子和信用风险因子相依关系出发，构建互联网金融环境下多元跳跃扩散过程的结构性理财产品市场风险和信用风险集成度量模型；（2）把信用因子嵌入期权组合市场风险度量模型，运用稀有事件模拟技术进行有效数值模拟，构建基于互联网金融模式的多维风险因子结构性理财产品风险集成度量的数值模拟模型；（3）建立基于互联网金融模式的结构性理财产品流动性风险度量模型；（4）针对互联网金融聚散迅速的特点，运用智能计算与数据挖掘技术，对结构性理财产品风险进行智能化控制，并结合具体案例运用在互联网金融市场。

Aiming at that structured financial products for the portfolio of options and fixed income products，the project carried out research on risk measurement theory, method and application for structured financial products based on internet financial models, and established integrated risk measuring models for the portfolio consists of linear and nonlinear assets under the internet financial environment when dependences among different risk factors were depicted by different distributing types. On this basis, we applied the numerical simulation techniques, such as the rare-event simulation techniques and intelligent control techniques, and measured the risk of structured financial products. The concrete new ideas are as follows. Firstly, we constructed integrated market risk and credit risk measuring models for structured financial products under the internet financial environment with the log price changes in underlying assets having multi-factor jump-diffusion process. Secondly, we embedded credit risk factors into the market risk measurement model on options portfolio, and applied the rare-event simulation techniques for effective numerical simulation, and developed integrated risk measuring numerical simulation models for structured financial products based on internet financial models with multidimensional risk factors. Thirdly, we built liquidity risk measurement models for structured financial products based on internet financial models. Lastly, in view of the feature of internet finance being very fast in joining and parting, we applied intelligent computing and data mining techniques for controlling intelligently risk for structured financial products. Moreover, we combined with specific cases and used the research results of this project for internet financial market