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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Main Author: SISKA YOSMAR
Format: Article
Language:Indonesian
Published: Institut Agama Islam Negeri (IAIN) Batusangkar 2016-09-01
Series:Sainstek: Jurnal Sains dan Teknologi
Online Access:http://ecampus.iainbatusangkar.ac.id/ojs/index.php/sainstek/article/view/59
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spelling 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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