Open AccessPERHITUNGAN HARGA OPSI EROPA MENGGUNAKAN MODEL BINOMIAL MULTIPERIODA (STUDI KASUS SAHAM TELKOM.JK)
Author(s) -
Noor Sofiyati
Publication year - 2020
Publication title -
jurnal ilmiah matematika dan pendidikan matematika (jmp)/jurnal ilmiah matematika dan pendidikan matematika
Language(s) - English
Resource type - Journals
eISSN - 2550-0422
pISSN - 2085-1456
DOI - 10.20884/1.jmp.2020.12.1.2826
Subject(s) - stock price , binomial options pricing model , econometrics , economics , financial economics , stock (firearms) , valuation of options , engineering , series (stratigraphy) , geology , mechanical engineering , paleontology
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.