HEDGING CALCULATION USING RANDOM MOVEMENT OF BROWNIAN BLACK-SCHOLSE MODEL WITH MONTE CARLO SIMULATION FOR FOREX

• Main Author: R. RUSMIPUTRO (NIM : 10210032), RADITYA
• Format: Final Project
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/23768
• Institution: Institut Teknologi Bandung

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...