ESTIMASI NILAI CALL OPTION DARI LIMA SAHAM KONTRAK OPSI SAHAM DI BURSA EFEK JAKARTA DENGAN BLACK SCHOLES OPTION PRICING MODEL

Yobel Hadikrisno, Yohannes and Sembel, Roy (2005) ESTIMASI NILAI CALL OPTION DARI LIMA SAHAM KONTRAK OPSI SAHAM DI BURSA EFEK JAKARTA DENGAN BLACK SCHOLES OPTION PRICING MODEL. Business Strategy Journal, 01 (03). ISSN 1907-8951

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Abstract

This research present call option value calculation using stock as a basic asset that joint in stock option contract on the Jakarta Stock Exchange. The purpose of this research is to prove whether investment on stock option will produce profit, loss, or even point, if compare to investment on free risk interest instrument. In this research, a limitation is done on European Call option value calculation from stock on stock option contract with 1 month deadline term. Call option calculation will be done using Black Scholes Option Pricing Model method. The research result show that investment on stock call option of stock option contract will give a bigger profit more than investment on free risk interest instrument.

Item Type: Article
Additional Information: 12_Volume 01 / Nomor 03 / October 2005_ESTIMASI NILAI CALL OPTION DARI LIMA SAHAM KONTRAK OPSI SAHAM DI BURSA EFEK JAKARTA DENGAN BLACK SCHOLES OPTION PRICING MODEL
Subjects: Economic, Business, Management and Information System
Divisions: ?? journal_51_12_Volume-01-Nomor-03-October-2005 ??
Depositing User: Mr. Super Admin
Date Deposited: 16 Dec 2013 21:46
Last Modified: 17 Dec 2013 04:06
URI: http://eprints2.binus.ac.id/id/eprint/29159

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