PENENTUAN HARGA OPSI BELI TIPE EROPA DENGAN RETURN ASET BERDISTRIBUSI NORMAL TRUNCATED
In stock and options trading, exchanges often imposed restrictions on the daily price changes of an asset. As a result, the range of asset returns (in logarithmic form) are no longer in the interval (- �, �), but truncated at the bottom and top. Consequently returns no longer normally distribute...
Main Authors: | , Rahmad Prajono, , Dr. Abdurakhman, S.Si, M.Si. |
---|---|
Format: | Thesis |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
Subjects: |
Similar Items
-
Perhitungan harga opsi beli tipe Eropa dengan menggunakan pendekatan distribusi-t
by: , SISWANAH, Emy, et al.
Published: (2010) -
PENENTUAN HARGA OPSI COMPOUND CALL ON CALL EROPA
by: , ROBBI HABIBI, et al.
Published: (2014) -
APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA
by: , Wandra Irvandi, et al.
Published: (2012) -
PENENTUAN HARGA OPSI EROPA MODEL TRINOMIAL DENGAN TEKNIK EKSTRAPOLASI
by: , IKHA FITRIA HERDYANTI, et al.
Published: (2014) -
PENENTUAN HARGA OPSI CALL FLOATING STRIKE LOOKBACK
EROPA MENGGUNAKAN MODEL POHON BINOMIAL
by: , AHMAD FAQIH, et al.
Published: (2013)