VALUASI PREMI SYARIAH MENGGUNAKAN DEFLATOR DENGAN PENDEKATAN MODEL HULL-WHITE
One of the principles in Islamic economics is the in existence concept of time value of money and prohibition of usury (riba) in any forms. This principle does not remove random factor in profit-earning orloss of a business. The observation of random factor treatment is done at equivalent rate fluct...
محفوظ في:
| المؤلفون الرئيسيون: | , |
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| التنسيق: | Theses and Dissertations NonPeerReviewed |
| منشور في: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://repository.ugm.ac.id/125970/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=66152 |
| الوسوم: |
إضافة وسم
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| الملخص: | One of the principles in Islamic economics is the in existence concept of
time value of money and prohibition of usury (riba) in any forms. This principle
does not remove random factor in profit-earning orloss of a business. The
observation of random factor treatment is done at equivalent rate fluctuation
movement. Fluctuation of equivalent rate is taken from historical data of previous
periodic of a dinar institution. To show the movement of equivalent rate
fluctuation, Hull-White model approach is utilized as previously estimation
process is done towards the parameters. Furthermore, the equivalent rate
fluctuation and equivalent rate value estimation of the next periodic is illustrated
using Ordinary Least Square Regresion. Discretization of Hull-White Model
equation is introduced as deflator which is used as Islamic discounting factor. |
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