STOCK PRICING USING STOCHASTIC DIFFERENTIAL EQUATIONS

Stock is the unit value in a variety of financial instruments which refers to the ownership part of a company. In general stock price can be used to decide whether an investment is worth or not. To predict the changes in its price, a model based on the data of the stock price is made. The model has...

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Bibliographic Details
Main Author: HARTANTO (NIM : 10109022);Pembimbing: Jalina Widjaja, Ph.D ; Yudi Soeharyadi, Ph.D, ADRIAN
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/17799
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Institution: Institut Teknologi Bandung
Language: Indonesia