PERHITUNGAN HARGA OPSI EROPA MENGGUNAKAN MODEL BINOMIAL MULTIPERIODA (STUDI KASUS SAHAM TELKOM.JK)

  • noor Sofiyati Universitas Nahdlatul Ulama Purwokerto
DOI: https://doi.org/10.20884/1.jmp.2020.12.1.2826

Abstract

Binomial Model is one of method to determine the option price. In this model, assumed that  the stock price only move  up or down in the each steps. In this journal will be reviewed the risk neutral world assumption and real world to determine option price and knowing how to calculate option payoff for european option from stock price use Binomial Multiperoid Model with different strike price.

Published
2020-08-18
How to Cite
SOFIYATI, noor. PERHITUNGAN HARGA OPSI EROPA MENGGUNAKAN MODEL BINOMIAL MULTIPERIODA (STUDI KASUS SAHAM TELKOM.JK). Jurnal Ilmiah Matematika dan Pendidikan Matematika, [S.l.], v. 12, n. 1, p. 25-33, aug. 2020. ISSN 2550-0422. Available at: <http://jos.unsoed.ac.id/index.php/jmp/article/view/2826>. Date accessed: 23 mar. 2023. doi: https://doi.org/10.20884/1.jmp.2020.12.1.2826.
Citation Formats
Issue
Vol 12 No 1 (2020): Jurnal Ilmiah Matematika dan Pendidikan Matematika
Section
Articles

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