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,...
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[Yogyakarta] : Universitas Gadjah Mada
2012
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id-ugm-repo.1009772016-03-04T08:49:23Z https://repository.ugm.ac.id/100977/ APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA , Wandra Irvandi , Dr.Abdurakhman, M.Si. ETD 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 [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Wandra Irvandi and , Dr.Abdurakhman, M.Si. (2012) APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=57507 |
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ETD , Wandra Irvandi , Dr.Abdurakhman, M.Si. APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA |
| description |
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 |
| format |
Theses and Dissertations NonPeerReviewed |
| author |
, Wandra Irvandi , Dr.Abdurakhman, M.Si. |
| author_facet |
, Wandra Irvandi , Dr.Abdurakhman, M.Si. |
| author_sort |
, Wandra Irvandi |
| title |
APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA |
| title_short |
APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA |
| title_full |
APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA |
| title_fullStr |
APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA |
| title_full_unstemmed |
APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA |
| title_sort |
aplikasi pohon binomial dengan optimasi posterior probabilitas risk-neutral dalam penentuan harga opsi beli tipe eropa |
| publisher |
[Yogyakarta] : Universitas Gadjah Mada |
| publishDate |
2012 |
| url |
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 |
| _version_ |
1681230836698972160 |