APLIKASI POHON BINOMIAL DENGAN OPTIMASI POSTERIOR PROBABILITAS RISK-NEUTRAL DALAM PENENTUAN HARGA OPSI BELI TIPE EROPA
| Main Authors: | , Wandra Irvandi, , Dr.Abdurakhman, M.Si. |
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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/100977/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=57507 |
Daftar Isi:
- In this paper researched apply Rubinstein binomial tree (1994) in the pricing of derivative products using excel spreadsheets. In addition to optimization of the posterior risk-neutral probabilities of a series of pricing options to provide better pricing options. With the help of the Excel program, and "excel solver" for the optimization, pricing of derivative products is obtained price purchase option for the European type of demand and supply can be used as a reference in trade transaction