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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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: | |
| Online Access: | 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 |
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