The application of the nonlinear chaotic dynamic system in economics and finance has expanded rapidly in the last decades. This paper considers the localization of all compact invariant sets of a new three-dimensional autonomous nonlinear finance chaotic system. The boundedness of the new finance chaotic system is the first time being investigated. Based on the iteration theorem and the first-order extremum theorem, a new method is proposed, too. The comparison of our method with the traditional method is presented as well. More specifically, the compact invariant sets are analyzed in three aspects: First of all, a localization of the new finance chaotic system by two frusta and an ellipsoidal used by traditional methods is discussed. Second, a localization of the new finance chaotic system by two frusta and a parabolic cylinder is provided. Third, localization of the new finance chaotic system according to superposition of the ellipsoidal, parabolic cylinder, and two frusta are presented, and the boundedness of the chaotic attracter is smaller than in the classical methods. Numerical simulations are given to indicate the effectiveness of the proposed method.