PENENTUAN HARGA OPSI BELI ASIA DENGAN METODE TRINOMIAL

Marcia Caesariani, - (2019) PENENTUAN HARGA OPSI BELI ASIA DENGAN METODE TRINOMIAL. S1 thesis, Universitas Pendidikan Indonesia.

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Official URL: http://repository.upi.edu

Abstract

Opsi Beli Asia adalah hak yang diberikan oleh penulis surat opsi (writer) kepada pemegang opsi (holder) untuk memnbeli aset pada selang periode masa berlakunya opsi, di mana payoff Opsi Asia bergantung pada rata-rata harga underlying asset selama masa opsi tersebut berlangsung. Salah satu underlying asset favorit adalah saham. Tujuan dibuatnya opsi yaitu untuk memperkecil risiko kerugian yang mungkin dialami seseorang ketika melakukan jual beli saham. Untuk memiliki opsi ada harga yang harus dibayarkan oleh pemegang opsi (holder) kepada penulis surat opsi (write), oleh karena itu diperlukan perhitungan yang tepat untuk menentukan harga Opsi Beli Asia. Salah satu metode yang akurat dalam menentukan harga Opsi Beli Asia adalah metode Trinomial, dalam metode ini terdapat tiga kemungkinan pergerakan harga saham yaitu harga naik, harga tetap, dan harga turun. Peneltian ini menggunakan program komputer Matlab, yang kemudian ditampilkan dalam tampilan GUI.;---Asian Call Option is a right given by the option writer (writer) to option holder (holder) to buy some assets during the validity period of option, which the payoff of Asian Option depends on the average price of underlying asset during at least some part of the life of the option. One of favorite underlying asset is stock. The purpose of option is to decrease the risk of loss when someone buy and sell stock. To have an option there is a price that must be paid by the holder to the writer, therefore the right calculation is needed to determine tha Asian Call Option. One of the most accurate method to determine Asian Call Option is Trinomial Method, in this method there are three possibilities of stock price movements, rising price, fixed price, and down price. This study uses Matlab computer program, then displayed in GUI form.

Item Type: Thesis (S1)
Additional Information: No. Panggil :S_MAT_MAR_ p -2019; Nama Pembimbing : I.Fitriani agustina, II.Entit Puspita; NIM :1406582;
Uncontrolled Keywords: Stock, Asian Call Option, Trinomial Method, Matlab, GUI;---Saham, Opsi Beli Asia, Metode Trinomial, Matlab, GUI
Subjects: L Education > L Education (General)
Q Science > QA Mathematics
Divisions: Fakultas Pendidikan Matematika dan Ilmu Pengetahuan Alam > Jurusan Pendidikan Matematika
Depositing User: Ryan Taufiq Qurrohman
Date Deposited: 11 Mar 2020 04:22
Last Modified: 11 Mar 2020 04:22
URI: http://repository.upi.edu/id/eprint/47816

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