ANALISIS SENSITIVITAS HARGA OPSI MENGGUNAKAN METODE GREEK BLACK SCHOLES

Sensitivity analysis can be used to carry out hedging strategies. The sensitivity value measures how much the price change of the option influenced by some parameters. The aim of this study is to determine the sensitivity analysis of the buying price of European option by using the Greek method on B...

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Bibliographic Details
Main Authors: DEVI NANDITA. N, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI
Format: Article
Language:English
Published: Universitas Udayana 2018-05-01
Series:E-Jurnal Matematika
Online Access:https://ojs.unud.ac.id/index.php/mtk/article/view/39562