MENENTUKAN OPSI BELI BARRIER DOWN AND OUT TIPE EROPA DENGAN VOLATILITAS MODEL GARCH (Studi Kasus Saham Melco Crown Entertainment Limited)

• المؤلفون الرئيسيون: , LARAS NUR NOVIANI, , Yunita Wulan Sari, S.Si., M.Si
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2014
• الموضوعات: ETD
• الوصول للمادة أونلاين: 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

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...