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...
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[Yogyakarta] : Universitas Gadjah Mada
2013
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