因此，本論文利用市場上所發行的結構型商品「持盈保泰」進行分析，而我們將運用幾何布朗運動 (Geometric Brownian Motion) 及雙重指數跳躍擴散模型 (Double Exponential Jump-Diffusion Model)，利用蒙地卡羅模擬方法 (Monte Carlo Simulation Method)，依照商品條款設計的內容來進行模擬評價、敏感性分析；最後改造「持盈保泰」此產品，以期達到投資人與券商雙贏的局面。 ;Treasury Marketing Unit is a marketing department in financial institution which uses financial products to gain profit and hedge risks. TMU is mainly responsible for investing by financial derivatives for their clients. As a result, person work in TMU must have not only the understanding of the product structure and risks sources for financial derivatives, but also the ability of pricing and designing different financial products. In hence, this thesis took structured products as an analysis target. We used Geometric Brownian Motion and Double Exponential Jump-Diffusion with Monte Carlo Simulation Method to do pricing simulation and sensitivity analysis for different products. At last, we restructure this target product to create a win-win situation for both investors and broker-dealers.
