MODEL KUANTUM DINAMIKA HARGA SAHAM DALAM WAKILAN INTEGRAL LINTASAN
Main Authors: | , MOHAMMAD APRINIYADI, , Dr.rer.nat. Muhammad Farchani Rosyid |
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Format: | Thesis NonPeerReviewed |
Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2012
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Subjects: | |
Online Access: |
https://repository.ugm.ac.id/100638/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=56982 |
Daftar Isi:
- Quantum model of stock price dynamics has been proposed. The solution based on this model is obtained by using path integral representation. The final equations of the model is in the form of Fourier transformation integral. The Fourier transform is applied to determine the form of probability distribution. The model then tested in the case of the real data of the stock price index of PT . Astra Agro Lestari, Tbk. The comparation yield some essential parameters corresponding to the stock price index of PT. Astra Agro Lestari, Tbk.