A STOCHASTIC PROCESS-BASED RISK MODEL WHICH INVOLVES A PUT OPTIONS TO VALUE-AT-GAIN FORECAST
Risk can be defined as a loss that occurs in investment. Risk is an uncertainty, so risk is often modeled statistically so that it can be quantified and analyzed objectively. Quantification of risk can be done through a random variable. In a wider context, risk can also include potential gains or...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/76464 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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