HEDGING CALCULATION USING RANDOM MOVEMENT OF BROWNIAN BLACK-SCHOLSE MODEL WITH MONTE CARLO SIMULATION FOR FOREX
Hedging is a way to minimize the external risk of business, or we can say that it's a method to save an investment that used in any financial product, such as Stock, Forex, and many more. Geometric Brownian Motion model will helps to <br /> <br /> create all the financial movement...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/23768 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |