MENENTUKAN OPSI BELI BARRIER DOWN AND OUT TIPE EROPA DENGAN VOLATILITAS MODEL GARCH (Studi Kasus Saham Melco Crown Entertainment Limited)
A derivative product is a financial contract which derives its value from the performance of another entity such as an asset, bond, or interest rate. One of the most popular derivative is European down and out barrier call option. It is an option with barrier level at under price of asset and opt...
Main Authors: | , LARAS NUR NOVIANI, , Yunita Wulan Sari, S.Si., M.Si |
---|---|
Format: | Thesis |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
|
Subjects: |
Similar Items
-
PENENTUAN HARGA OPSI BELI TIPE EROPA DENGAN RETURN ASET BERDISTRIBUSI NORMAL TRUNCATED
by: , Rahmad Prajono, et al.
Published: (2013) -
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) -
PENENTUAN HARGA OPSI EROPA MODEL TRINOMIAL DENGAN TEKNIK EKSTRAPOLASI
by: , IKHA FITRIA HERDYANTI, 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)