Penentuan Harga Obligasi Callable dengan Suku Bunga Black Derman Toy Menggunakan Pohon Binomial

Interest rate has an important role in the pricing of financial assets, one of them is a bond. Callable bond is a bond that gives the issuer the right to buy back the bonds at a certain price over the life of the bonds. In estimating bond pricing used binomial tree. For a constant interest rate, it...

Full description

Bibliographic Details
Main Authors: , HELIDA HAERINI, , Yunita Wulan Sari, S.Si., M. Sc.
Format: Thesis
Published: [Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:
ETD