本研究旨在探討金融商品的評價，並介紹結構型商品。研究目標為三檔短天期的股權連結式商品，並以蒙特卡羅模擬法進行商品評價，同時進行敏感度及風險分析。文中將這三檔商品作為案例：「Nomura International Funding Pte. Ltd.發行12個月美元計價固定配息」、「12個月期美元計價自動提前贖回連結一籃子股票結構型商品」以及「法國巴黎銀行6個月期美元計價固定配息自動提前贖回連結一籃子股票結構型商品」。了解結構型商品的投資價值影響因素和定價原則，對於投資者掌握此類商品的投資風險至關重要。本研究通過分析結構類似的商品，幫助投資者深入認識這些風險，促進市場對這類金融產品的認識和接受。本文將參考Black-Scholes定價模型，結合蒙特卡羅模擬進行商品評價，以全面解析影響結構型商品的因素。;This study aims to explore the valuation of financial products and introduce structured products. The research focuses on three short-term equity-linked products， evaluated using the Monte Carlo simulation method， and conducts sensitivity and risk analyses. The three products used as case studies are: "12-Month USD Fixed Coupon Issued by Nomura International Funding Pte. Ltd."， "12-Month USD Auto-Callable Notes Linked to a Basket of Stocks"， and "BNP Paribas 6-Month USD Fixed Coupon Auto-Callable Notes Linked to a Basket of Stocks". Understanding the investment value factors and pricing principles of structured products is crucial for investors to grasp the investment risks of such products. This study analyzes structurally similar products to help investors gain a deeper understanding of these risks， thereby promoting market awareness and acceptance of such financial products. The study will reference the Black-Scholes pricing model， combined with Monte Carlo simulations， to evaluate the products and conduct sensitivity analysis， aiming to comprehensively analyze the factors influencing structured products.
