KONSTRUKSI PERSAMAAN BLACK-SCHOLES DENGAN KONSEP MODEL PENENTUAN HARGA ASET MODAL

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dc.contributor.authorPrimades, Jayanti
dc.contributor.authorKho, Johannes
dc.contributor.authorGamal, M. D. H
dc.date.accessioned2013-07-23T04:54:23Z
dc.date.available2013-07-23T04:54:23Z
dc.date.issued2013-07-23
dc.description.abstractThis article discusses an equation to find an option pricing model, known as Black- Scholes equation. Black-Scholes equation is constructed with the concept of capital asset pricing model. Capital asset pricing model is used to choose the optimum asset in equilibrium market, to get small risks at the asset. European put option model is a solution of non-dividen of Black-Scholes equation by converting Black- Scholes equation into the heat equation. An example of application of Black-Scholes equation is given at the end discussion.en_US
dc.description.sponsorshipKho, Johannes, Gamal, M. D. Hen_US
dc.identifier.otherRangga Dwijunanda Putra
dc.identifier.urihttp://repository.unri.ac.id:80/handle/123456789/4626
dc.language.isootheren_US
dc.subjectcapital asset priceen_US
dc.subjectoption priceen_US
dc.subjectLemma Itoen_US
dc.subjectBlack-Scholes equationen_US
dc.subjectheat equationen_US
dc.titleKONSTRUKSI PERSAMAAN BLACK-SCHOLES DENGAN KONSEP MODEL PENENTUAN HARGA ASET MODALen_US
dc.typeOtheren_US

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