ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS

Employee stock options are options given to employees as compensation for the good performance that employees have provided for the company. The provision of employee stock options by the company should be done simultaneously by allocating a number of funds that are the same as the price of empl...

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Main Author: Januari Utomo, Bintang
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/36110
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:36110
spelling id-itb.:361102019-03-08T09:52:04ZANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS Januari Utomo, Bintang Indonesia Theses Employee stock optios, fair-value of Employee stock optios, barrier. INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/36110 Employee stock options are options given to employees as compensation for the good performance that employees have provided for the company. The provision of employee stock options by the company should be done simultaneously by allocating a number of funds that are the same as the price of employee stock options, which funds can be invested in a risk-free investment place. The purpose of this investment is to minimize the risk if one day the employee stock options are exercised. For this reason, it is necessary to determine the value of employee stock options in order to ascertain how much funds the company must prepare for the option. In this study, we will discuss the analytic pricing of employee stock options by involving a barrier that is monotonically decreasing. 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
description Employee stock options are options given to employees as compensation for the good performance that employees have provided for the company. The provision of employee stock options by the company should be done simultaneously by allocating a number of funds that are the same as the price of employee stock options, which funds can be invested in a risk-free investment place. The purpose of this investment is to minimize the risk if one day the employee stock options are exercised. For this reason, it is necessary to determine the value of employee stock options in order to ascertain how much funds the company must prepare for the option. In this study, we will discuss the analytic pricing of employee stock options by involving a barrier that is monotonically decreasing.
format Theses
author Januari Utomo, Bintang
spellingShingle Januari Utomo, Bintang
ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
author_facet Januari Utomo, Bintang
author_sort Januari Utomo, Bintang
title ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
title_short ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
title_full ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
title_fullStr ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
title_full_unstemmed ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
title_sort analytic pricing of employee stock options
url https://digilib.itb.ac.id/gdl/view/36110
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