| 摘要 |
A method of structuring a guaranteed financial product on a risk asset using a computer comprising: a) introducing a reference asset being another risk asset having a secondary derivative market which is better developed and more liquid than said secondary derivative market of said risk asset; b) analyzing and comparing the volatility level of said risk asset and of said reference asset over a predetermined time period; c) applying an asset adjustment when said volatility level of said risk asset exceeds a predetermined level defined by said volatility level of said reference asset; and d) removing said asset adjustment when said volatility level of said risk asset falls below said predetermined level defined by the volatility level attained in c).
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