Penentuan Harga Obligasi Callable dengan Suku Bunga Black Derman Toy Menggunakan Pohon Binomial
Interest rate has an important role in the pricing of financial assets, one of them is a bond. Callable bond is a bond that gives the issuer the right to buy back the bonds at a certain price over the life of the bonds. In estimating bond pricing used binomial tree. For a constant interest rate, it...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| Online Access: | https://repository.ugm.ac.id/122779/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=62885 |
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| Institution: | Universitas Gadjah Mada |