VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN PENDEKATAN MODEL HULL-WHITE
One of the principles in Islamic economics is the in existence concept of time value of money and prohibition of usury (riba) in any forms. This principle does not remove random factor in profit-earning orloss of a business. The observation of random factor treatment is done at equivalent rate fluct...
| Main Authors: | , |
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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| _version_ | 1826047532283723776 |
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| author | , RISMA ARYANI , Dr Adhitya Ronnie Effendie S.Si, , M.Sc |
| author_facet | , RISMA ARYANI , Dr Adhitya Ronnie Effendie S.Si, , M.Sc |
| author_sort | , RISMA ARYANI |
| collection | UGM |
| description | One of the principles in Islamic economics is the in existence concept of
time value of money and prohibition of usury (riba) in any forms. This principle
does not remove random factor in profit-earning orloss of a business. The
observation of random factor treatment is done at equivalent rate fluctuation
movement. Fluctuation of equivalent rate is taken from historical data of previous
periodic of a dinar institution. To show the movement of equivalent rate
fluctuation, Hull-White model approach is utilized as previously estimation
process is done towards the parameters. Furthermore, the equivalent rate
fluctuation and equivalent rate value estimation of the next periodic is illustrated
using Ordinary Least Square Regresion. Discretization of Hull-White Model
equation is introduced as deflator which is used as Islamic discounting factor. |
| first_indexed | 2024-03-13T23:12:20Z |
| format | Thesis |
| id | oai:generic.eprints.org:125970 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:12:20Z |
| publishDate | 2014 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1259702016-03-04T08:09:48Z https://repository.ugm.ac.id/125970/ VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN PENDEKATAN MODEL HULL-WHITE , RISMA ARYANI , Dr Adhitya Ronnie Effendie S.Si, , M.Sc ETD One of the principles in Islamic economics is the in existence concept of time value of money and prohibition of usury (riba) in any forms. This principle does not remove random factor in profit-earning orloss of a business. The observation of random factor treatment is done at equivalent rate fluctuation movement. Fluctuation of equivalent rate is taken from historical data of previous periodic of a dinar institution. To show the movement of equivalent rate fluctuation, Hull-White model approach is utilized as previously estimation process is done towards the parameters. Furthermore, the equivalent rate fluctuation and equivalent rate value estimation of the next periodic is illustrated using Ordinary Least Square Regresion. Discretization of Hull-White Model equation is introduced as deflator which is used as Islamic discounting factor. [Yogyakarta] : Universitas Gadjah Mada 2014 Thesis NonPeerReviewed , RISMA ARYANI and , Dr Adhitya Ronnie Effendie S.Si, , M.Sc (2014) VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN PENDEKATAN MODEL HULL-WHITE. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=66152 |
| spellingShingle | ETD , RISMA ARYANI , Dr Adhitya Ronnie Effendie S.Si, , M.Sc VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN PENDEKATAN MODEL HULL-WHITE |
| title | VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN
PENDEKATAN MODEL HULL-WHITE |
| title_full | VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN
PENDEKATAN MODEL HULL-WHITE |
| title_fullStr | VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN
PENDEKATAN MODEL HULL-WHITE |
| title_full_unstemmed | VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN
PENDEKATAN MODEL HULL-WHITE |
| title_short | VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN
PENDEKATAN MODEL HULL-WHITE |
| title_sort | valuasi premi syariah menggunakan deflator dengan pendekatan model hull white |
| topic | ETD |
| work_keys_str_mv | AT rismaaryani valuasipremisyariahmenggunakandeflatordenganpendekatanmodelhullwhite AT dradhityaronnieeffendiessimsc valuasipremisyariahmenggunakandeflatordenganpendekatanmodelhullwhite |