Tian, Yi-xiang; Yang, Qiu-ping; Yuan, Jing-tao - In: China Finance Review International 3 (2013) April, pp. 186-202
Purpose – Reverse floating interest rate-linked structured products are important innovative products for investors to achieve a relatively high yield at low interest rates, and the reasonable pricing of such products is an important factor to influence investors' needs and issuers' profits....