APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA
In this paper researched apply Rubinstein binomial tree (1994) in the pricing of derivative products using excel spreadsheets. In addition to optimization of the posterior risk-neutral probabilities of a series of pricing options to provide better pricing options. With the help of the Excel program,...
محفوظ في:
| المؤلفون الرئيسيون: | , |
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| التنسيق: | Theses and Dissertations NonPeerReviewed |
| منشور في: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://repository.ugm.ac.id/100977/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=57507 |
| الوسوم: |
إضافة وسم
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| الملخص: | In this paper researched apply Rubinstein binomial tree (1994) in the pricing
of derivative products using excel spreadsheets. In addition to optimization of the
posterior risk-neutral probabilities of a series of pricing options to provide better
pricing options. With the help of the Excel program, and "excel solver" for the
optimization, pricing of derivative products is obtained price purchase option for
the European type of demand and supply can be used as a reference in trade
transaction |
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