PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL
Holding option contracts are considered as a new way to invest. In pricing the option contracts, an investor can apply the binomial tree method. The aim of this paper is to present how the European option contracts are calculated using binomial tree method with some different choices of strike price...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Universitas Udayana
2017-06-01
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| Series: | E-Jurnal Matematika |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/30749 |
| _version_ | 1818967861094252544 |
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| author | I GEDE RENDIAWAN ADI BRATHA KOMANG DHARMAWAN NI LUH PUTU SUCIPTAWATI |
| author_facet | I GEDE RENDIAWAN ADI BRATHA KOMANG DHARMAWAN NI LUH PUTU SUCIPTAWATI |
| author_sort | I GEDE RENDIAWAN ADI BRATHA |
| collection | DOAJ |
| description | Holding option contracts are considered as a new way to invest. In pricing the option contracts, an investor can apply the binomial tree method. The aim of this paper is to present how the European option contracts are calculated using binomial tree method with some different choices of strike prices. Then, the results are compared with the Black-Scholes method. The results obtained show the prices of call options contracts of European type calculated by the binomial tree method tends to be cheaper compared with the price of that calculated by the Black-Scholes method. In contrast to the put option prices, the prices calculated by the binomial tree method are slightly more expensive. |
| first_indexed | 2024-12-20T13:55:31Z |
| format | Article |
| id | doaj.art-ff80b8d74c45490dbb4915cd7510de4d |
| institution | Directory Open Access Journal |
| issn | 2303-1751 |
| language | English |
| last_indexed | 2024-12-20T13:55:31Z |
| publishDate | 2017-06-01 |
| publisher | Universitas Udayana |
| record_format | Article |
| series | E-Jurnal Matematika |
| spelling | doaj.art-ff80b8d74c45490dbb4915cd7510de4d2022-12-21T19:38:27ZengUniversitas UdayanaE-Jurnal Matematika2303-17512017-06-01629910510.24843/MTK.2017.v06.i02.p15330749PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIALI GEDE RENDIAWAN ADI BRATHAKOMANG DHARMAWANNI LUH PUTU SUCIPTAWATIHolding option contracts are considered as a new way to invest. In pricing the option contracts, an investor can apply the binomial tree method. The aim of this paper is to present how the European option contracts are calculated using binomial tree method with some different choices of strike prices. Then, the results are compared with the Black-Scholes method. The results obtained show the prices of call options contracts of European type calculated by the binomial tree method tends to be cheaper compared with the price of that calculated by the Black-Scholes method. In contrast to the put option prices, the prices calculated by the binomial tree method are slightly more expensive.https://ojs.unud.ac.id/index.php/mtk/article/view/30749 |
| spellingShingle | I GEDE RENDIAWAN ADI BRATHA KOMANG DHARMAWAN NI LUH PUTU SUCIPTAWATI PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL E-Jurnal Matematika |
| title | PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL |
| title_full | PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL |
| title_fullStr | PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL |
| title_full_unstemmed | PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL |
| title_short | PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL |
| title_sort | penentuan harga kontrak opsi komoditas emas menggunakan metode pohon binomial |
| url | https://ojs.unud.ac.id/index.php/mtk/article/view/30749 |
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