| dc.contributor.advisor | Nugrahani, Endar Hasafah | |
| dc.contributor.advisor | Lesmana, Donny Citra | |
| dc.contributor.author | Balqis, Maulina | |
| dc.date.accessioned | 2022-08-31T13:02:32Z | |
| dc.date.available | 2022-08-31T13:02:32Z | |
| dc.date.issued | 2022 | |
| dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/114245 | |
| dc.description.abstract | Kondisi pasar yang tidak menentu mengharuskan para investor saham untuk melakukan lindung nilai terhadap saham yang dimilikinya. Pada penelitian ini strategi inverse vertical ratio put spread (IVRPS) dipilih untuk melindungi nilai saham PT Indocement Tunggal Prakarsa Tbk. Strategi IVRPS ini diaplikasikan menggunakan opsi lookback fixed strike price dan opsi vanilla. Kedua opsi ini dibandingkan untuk mengetahui strategi yang menghasilkan kerugian terkecil atau keuntungan terbesar ketika harga saham sedang menurun. Masing-masing strategi dilakukan dengan jenis dan kombinasi jumlah opsi (n1,n2) yang berbeda-beda. Berdasarkan hasil perhitungan dapat disimpulkan bahwa strategi inverse vertical ratio put spread dengan menggunakan opsi lookback fixed strike price lebih baik dibanding dengan opsi vanilla. | id |
| dc.description.abstract | Uncertain market conditions require investors to hedge their shares. In this study, the inverse vertical ratio put spread strategy (IVRPS) was chosen to protect the value of PT Indocement Tunggal Prakarsa’s shares. This IVRPS strategy is applied using a lookback fixed strike price option and a vanilla option. These two options are compared to find out which strategy has the smallest loss when the stock price drops. Each strategy is carried out with different types and combinations number of options (n1,n2). Based on the calculations results, it can be concluded that the inverse vertical ratio put spread strategy using the lookback fixed strike price option is better that using the vanilla option. | id |
| dc.language.iso | id | id |
| dc.publisher | IPB University | id |
| dc.title | Strategi Inverse Vertical Ratio Put Spread Menggunakan Opsi Lookback Fixed Strike Price untuk Lindung Nilai Saham | id |
| dc.title.alternative | Inverse Vertical Ratio Put Spread Strategy Using Lookback Fixed Strike Price Option for Hedging Shares | id |
| dc.type | Undergraduate Thesis | id |
| dc.subject.keyword | hedging | id |
| dc.subject.keyword | inverse vertical ratio put spread | id |
| dc.subject.keyword | lookback fixed strike price option | id |
| dc.subject.keyword | price drop | id |
| dc.subject.keyword | vanilla option | id |
