Penggunaan Black-Scholes Option Pricing Model dan Binomal Option Pricing Model dalam penilaian harga opsi

Penggunaan Black-Scholes Option Pricing Model dan Binomal Option Pricing Model dalam penilaian harga opsi

Saved in:

書目詳細資料
Main Authors:	, HIDAYATI, Lina Nur, , Prof.Dr. Eduardus Tandelilin, MBA
格式:	Theses and Dissertations NonPeerReviewed
出版:	[Yogyakarta] : Universitas Gadjah Mada 2006
主題:	ETD
在線閱讀:	https://repository.ugm.ac.id/72619/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=33484
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Penerapan Black-Scholes Option Pricing Model untuk penilaian opsi call
由: , ABIDHARTA WH., Aji M, et al.
出版: (2003)

Penerapan black-scholes options pricing model untuk penilaian opsi call
由: , Aji Muhammad Abidharta Wardana Hakim
出版: (2003)

Stock options in Singapore : the Black & Scholes option pricing model
由: Ang, Kwee Song, et al.
出版: (2014)

Analisis penerapan Black-Scholes Option Pricing Model dalam penilaian opsi beli saham dan faktor-faktor yang mempengaruhinya
由: , RIVANO, Ricky, et al.
出版: (2006)

PRICING OF PROPERTY WARRANTS USING THE BLACK-SCHOLES' OPTIONS PRICING MODEL
由: WONG SIANG WEE
出版: (2020)

Pricing of options : an empirical study using Black-Scholes model
由: Cheong, Eric Chin Lee, et al.
出版: (2015)

Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
由: Goh, Wee Liam., et al.
出版: (2009)

Penerapan teori Black-Scholes Option Pricing Model pada Waran :: Studi empiris di BEJ
由: , TRIANDINI, Melissa, et al.
出版: (2006)

An empirical comparison of the bachelier and the black-scholes call option pricing models.
由: Kok, Wen Ya., et al.
出版: (2009)

AN EMPIRICAL STUDY OF THE BLACK-SCHOLES OPTION PRICING MODEL AND EQUITY OPTIONS OF THE STOCK EXCHANGE OF SINGAPORE
由: TEOH CHEE MENG
出版: (2020)

A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
由: Choo, Shou Pin, et al.
出版: (2009)

Option pricing : different approaches to black-Scholes and Heston models with empirical tests.
由: Lu, Xi., et al.
出版: (2012)

Effectiveness of the black-scholes model on pricing Nikkei 225 index futures options.
由: Cheong, Lay Yen., et al.
出版: (2013)

Analisis harga waran dengan pendekatan Black-Scholes Option Pricing Model di Bursa Efek Jakarta
由: , PRASETYO, et al.
出版: (2004)

On the white noise of the price of stocks related to the option prices from the black-scholes equation
由: A. Kananthai, et al.
出版: (2018)

On the Delta-hedging of the option price on future from the Black-Scholes equation
由: Amnuay Kananthai, et al.
出版: (2018)

On the parametric interest of the option price of stock from black-scholes equation
由: Amnuay Kananthai, et al.
出版: (2020)

ESTIMATING EQUITY-LINKED LIFE TERM INSURANCE PREMIUM BY BLACK-SCHOLES OPTION PRICING MODEL
由: HERDY KWEE, JASON

On the positive colored noise related to the option price from black-scholes equation
由: Amnuay Kananthai
出版: (2018)

On the positive colored noise related to the option price from black-scholes equation
由: Amnuay Kananthai
出版: (2018)

On the new form of the option price of the Foreign Currency related to Black-Scholes formula
由: Amnuay Kananthai, et al.
出版: (2020)

Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
由: Cetin, Umut, et al.
出版: (2010)

Reinforcement learning for option pricing and hedging, a practical edge over black-scholes-merton model
由: Yang, Daniel
出版: (2024)

The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes
由: Amnuay Kananthai
出版: (2019)

Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
由: AZIZ, Abdul
出版: (2013)

Pricing of local equity warrants using black-scholes model
由: Chng, Samantha Chiew En, et al.
出版: (2015)

APPLICATION OF OPTION PRICING MODEL FOR REAL OPTION IN SINGAPORE
由: HOONG YUN SHUAN
出版: (2021)

OPTION PRICING WITH STOCHASTIC MODELS
由: KUANG MING
出版: (2021)

Penilaian harga kontrak opsi saham dan simulasi untuk berdagang kontrak opsi saham di Bursa Efek Jakarta
由: , PERDANA, Yogiswara, et al.
出版: (2006)

Beyond black-scholes pricing of financial derivatives.
由: Chen, Jiateng.
出版: (2012)

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
由: Amnuay Kananthai
出版: (2018)

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
由: Amnuay Kananthai
出版: (2018)

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
由: Kananthai A.
出版: (2017)

APPLICATION OF THE BLACK-SCHOLES FORMULA TO THE VALUATION OF GOLD OPTIONS TO AUGMENT TRADING STRATEGIES
由: SEE-TOH WAI KEONG
出版: (2019)

Pricing options with stochastic volatility model.
由: Lee, Sor Hong., et al.
出版: (2008)

OPTIONS PRICING UNDER THE HESTON MODEL
由: LU CHUNG-I
出版: (2021)

FOREIGN EXCHANGE OPTION PRICING MODEL
由: TU YIWEN
出版: (2021)

MODELING AND PRICING EMPLOYEE STOCK OPTIONS
由: CHENDRA (30112002), ERWINNA

EDGEWORTH BINOMIAL MODEL FOR PRICING OPTIONS
由: LESSY (NIM : 20110004), DJAFFAR

Pricing of Singapore corporate warrants: An empirical analysis using the black-scholes model
由: Tan, Mui Ling, et al.
出版: (2014)