PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES
The problem of the research was about the loss suffered by some investors due to the price changes in the future. In order to maximize the profit or minimize the loss, the investors should estimate the option price; both call option and put option. This research tried to describe the stock phenomena...
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Institut Agama Islam Negeri (IAIN) Batusangkar
2016-09-01
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Online Access: | http://ecampus.iainbatusangkar.ac.id/ojs/index.php/sainstek/article/view/59 |
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doaj-6c9077600c19403cb2b3af52e815b2462020-11-24T22:08:13ZindInstitut Agama Islam Negeri (IAIN) BatusangkarSainstek: Jurnal Sains dan Teknologi2085-80192580-278X2016-09-0141677558PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLESSISKA YOSMAR0Program Studi Pendidikan Matematika STKIP Ahlussunnah Jl. Diponegoro No. 8 Bukittinggi, Sumatera Barat-26131The problem of the research was about the loss suffered by some investors due to the price changes in the future. In order to maximize the profit or minimize the loss, the investors should estimate the option price; both call option and put option. This research tried to describe the stock phenomena and to establish the Black-Scholes model for option pricing. Key words: call option, put option, Black-Scholes modelhttp://ecampus.iainbatusangkar.ac.id/ojs/index.php/sainstek/article/view/59 |
collection |
DOAJ |
language |
Indonesian |
format |
Article |
sources |
DOAJ |
author |
SISKA YOSMAR |
spellingShingle |
SISKA YOSMAR PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES Sainstek: Jurnal Sains dan Teknologi |
author_facet |
SISKA YOSMAR |
author_sort |
SISKA YOSMAR |
title |
PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES |
title_short |
PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES |
title_full |
PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES |
title_fullStr |
PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES |
title_full_unstemmed |
PENETAPAN HARGA OPSI SAHAM DENGAN MENGGUNAKAN MODEL BLACK-SCHOLES |
title_sort |
penetapan harga opsi saham dengan menggunakan model black-scholes |
publisher |
Institut Agama Islam Negeri (IAIN) Batusangkar |
series |
Sainstek: Jurnal Sains dan Teknologi |
issn |
2085-8019 2580-278X |
publishDate |
2016-09-01 |
description |
The problem of the research was about the loss suffered by some investors due to the price changes in the future. In order to maximize the profit or minimize the loss, the investors should estimate the option price; both call option and put option. This research tried to describe the stock phenomena and to establish the Black-Scholes model for option pricing.
Key words: call option, put option, Black-Scholes model |
url |
http://ecampus.iainbatusangkar.ac.id/ojs/index.php/sainstek/article/view/59 |
work_keys_str_mv |
AT siskayosmar penetapanhargaopsisahamdenganmenggunakanmodelblackscholes |
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