Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes

There are lots of models used to determine the formula of pricing option. The most populer one is the Black Scholes pricing options model. His model is in the form of stochastic diferential equation which involves stochastic process in it. This thesis discuss how to define Ito Integral, apply its...

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Main Author:	AZIZ, Abdul
Format:	Theses and Dissertations NonPeerReviewed
Published:	[Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:	Mathematical Sciences not elsewhere classified
Online Access:	https://repository.ugm.ac.id/122917/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63026
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Institution:	Universitas Gadjah Mada

id	id-ugm-repo.122917
record_format	dspace
spelling	id-ugm-repo.1229172016-04-12T03:41:33Z https://repository.ugm.ac.id/122917/ Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes AZIZ, Abdul Mathematical Sciences not elsewhere classified There are lots of models used to determine the formula of pricing option. The most populer one is the Black Scholes pricing options model. His model is in the form of stochastic diferential equation which involves stochastic process in it. This thesis discuss how to define Ito Integral, apply its theory in the formation of Black Scholes pricing option model, and determine the formula of Black Scholes pricing option. The result of this study is the formula of Black Scholes pricing option. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed AZIZ, Abdul (2013) Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes. Masters thesis, Universitas Gadjah Mada. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63026
institution	Universitas Gadjah Mada
building	UGM Library
country	Indonesia
collection	Repository Civitas UGM
topic	Mathematical Sciences not elsewhere classified
spellingShingle	Mathematical Sciences not elsewhere classified AZIZ, Abdul Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
description	There are lots of models used to determine the formula of pricing option. The most populer one is the Black Scholes pricing options model. His model is in the form of stochastic diferential equation which involves stochastic process in it. This thesis discuss how to define Ito Integral, apply its theory in the formation of Black Scholes pricing option model, and determine the formula of Black Scholes pricing option. The result of this study is the formula of Black Scholes pricing option.
format	Theses and Dissertations NonPeerReviewed
author	AZIZ, Abdul
author_facet	AZIZ, Abdul
author_sort	AZIZ, Abdul
title	Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
title_short	Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
title_full	Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
title_fullStr	Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
title_full_unstemmed	Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
title_sort	aplikasi proses stokastik pada penentuan rumus harga opsi menurut black scholes
publisher	[Yogyakarta] : Universitas Gadjah Mada
publishDate	2013
url	https://repository.ugm.ac.id/122917/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63026
_version_	1681231793292836864

Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes

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