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Structured Deposits Related to CNY

In: Chinese Yuan (Renminbi) Derivative Products

Author

Listed:
  • PETER G. ZHANG

    (Shanghai Futures Exchange, China)

Abstract

The following sections are included:Introduction to NDF-Linked DepositsHow Does an NDF Currency-Linked Deposit Work?Currency Deposits with Embedded European OptionsDeposit Currencies and Measured FX RatesParametersExercising ProbabilitiesCurrency Range DepositsRange and Interest Payment SpecificationsExercising ProbabilitiesAmerican Currency Range DepositsDual Currency DepositsCurrency Deposits with Embedded Exotic OptionsCurrency Deposits with “Knock-Out” FeaturesCurrency Deposits with “Knock-In” FeaturesCurrency Deposits with ”Double Triggers”CNY-Linked Deposits with Principal not GuaranteedCurrency Deposits with Principal not GuaranteedEmbedded OptionsCurrency Deposits with Partial Principal ProtectionOther Currency Deposits and Conclusions

Suggested Citation

  • Peter G. Zhang, 2004. "Structured Deposits Related to CNY," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 22, pages 317-329, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812565839_0022
    as

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