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...
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Main Authors: | , LARAS NUR NOVIANI, , Yunita Wulan Sari, S.Si., M.Si |
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Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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Subjects: | |
Online Access: | https://repository.ugm.ac.id/131598/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=72096 |
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