PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN

Fluctuations in stock prices lead stock trading risk. An alternative options to reduce the risk in stock trading. European option is a financial contract that gives the right, but not the obligation, to the holder, to buy or sell the underlying asset of the writer at the maturity date at a price...

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Main Author:	Purwandari, Diana
Format:	Theses
Language:	Indonesia
Subjects:	Ilmu alam dan matematika
Online Access:	https://digilib.itb.ac.id/gdl/view/33855
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Institution:	Institut Teknologi Bandung
Language:	Indonesia

id	id-itb.:33855
spelling	id-itb.:338552019-01-30T14:16:03ZPENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN Purwandari, Diana Ilmu alam dan matematika Indonesia Theses European options, Black-Scholes model, dividends, Simpson method. INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/33855 Fluctuations in stock prices lead stock trading risk. An alternative options to reduce the risk in stock trading. European option is a financial contract that gives the right, but not the obligation, to the holder, to buy or sell the underlying asset of the writer at the maturity date at a price specified. Option price valuation models are widely accepted in the field of finance is the Black-Scholes model. The purpose of this study is to determine the value of the European call option and the effect of dividend distribution through Black-Scholes model, determine the value of the European call option with dividend payments at a predetermined time, and determine the value of the lower limit and upper limit accurate than the European call option with payment dividend at a predetermined time. Value of the European call option with dividend payments at a predetermined time obtained using numerical integration with Simpson method of 12.6388. The calculation of the value of the lower limit and upper limit of the European call option that is accurate by using MATLAB software that gives results lower limit of the European call option at 12.6385 and the upper limit of the European call option at 12.6388 text
institution	Institut Teknologi Bandung
building	Institut Teknologi Bandung Library
continent	Asia
country	Indonesia Indonesia
content_provider	Institut Teknologi Bandung
collection	Digital ITB
language	Indonesia
topic	Ilmu alam dan matematika
spellingShingle	Ilmu alam dan matematika Purwandari, Diana PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN
description	Fluctuations in stock prices lead stock trading risk. An alternative options to reduce the risk in stock trading. European option is a financial contract that gives the right, but not the obligation, to the holder, to buy or sell the underlying asset of the writer at the maturity date at a price specified. Option price valuation models are widely accepted in the field of finance is the Black-Scholes model. The purpose of this study is to determine the value of the European call option and the effect of dividend distribution through Black-Scholes model, determine the value of the European call option with dividend payments at a predetermined time, and determine the value of the lower limit and upper limit accurate than the European call option with payment dividend at a predetermined time. Value of the European call option with dividend payments at a predetermined time obtained using numerical integration with Simpson method of 12.6388. The calculation of the value of the lower limit and upper limit of the European call option that is accurate by using MATLAB software that gives results lower limit of the European call option at 12.6385 and the upper limit of the European call option at 12.6388
format	Theses
author	Purwandari, Diana
author_facet	Purwandari, Diana
author_sort	Purwandari, Diana
title	PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN
title_short	PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN
title_full	PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN
title_fullStr	PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN
title_full_unstemmed	PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN
title_sort	penentuan nilai opsi eropa dengan pembayaran dividen pada waktu yang telah ditentukan
url	https://digilib.itb.ac.id/gdl/view/33855
_version_	1822924108841615360

PENENTUAN NILAI OPSI EROPA DENGAN PEMBAYARAN DIVIDEN PADA WAKTU YANG TELAH DITENTUKAN

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