Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
There are lots of models used to determine the formula of pricing option. The most populer one is the Black Scholes pricing options model. His model is in the form of stochastic diferential equation which involves stochastic process in it. This thesis discuss how to define Ito Integral, apply its...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| _version_ | 1826046921051996160 |
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| author | AZIZ, Abdul |
| author_facet | AZIZ, Abdul |
| author_sort | AZIZ, Abdul |
| collection | UGM |
| description | There are lots of models used to determine the formula of pricing option.
The most populer one is the Black Scholes pricing options model. His model is in
the form of stochastic diferential equation which involves stochastic process in it.
This thesis discuss how to define Ito Integral, apply its theory in the formation of
Black Scholes pricing option model, and determine the formula of Black Scholes
pricing option. The result of this study is the formula of Black Scholes pricing
option. |
| first_indexed | 2024-03-13T23:01:40Z |
| format | Thesis |
| id | oai:generic.eprints.org:122917 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:01:40Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1229172016-04-12T03:41:33Z https://repository.ugm.ac.id/122917/ Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes AZIZ, Abdul Mathematical Sciences not elsewhere classified There are lots of models used to determine the formula of pricing option. The most populer one is the Black Scholes pricing options model. His model is in the form of stochastic diferential equation which involves stochastic process in it. This thesis discuss how to define Ito Integral, apply its theory in the formation of Black Scholes pricing option model, and determine the formula of Black Scholes pricing option. The result of this study is the formula of Black Scholes pricing option. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed AZIZ, Abdul (2013) Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes. Masters thesis, Universitas Gadjah Mada. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63026 |
| spellingShingle | Mathematical Sciences not elsewhere classified AZIZ, Abdul Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes |
| title | Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes |
| title_full | Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes |
| title_fullStr | Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes |
| title_full_unstemmed | Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes |
| title_short | Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes |
| title_sort | aplikasi proses stokastik pada penentuan rumus harga opsi menurut black scholes |
| topic | Mathematical Sciences not elsewhere classified |
| work_keys_str_mv | AT azizabdul aplikasiprosesstokastikpadapenentuanrumushargaopsimenurutblackscholes |