Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes
dc.contributor.advisor | Budiarti, Retno | |
dc.contributor.advisor | Purnaba, I Gusti Putu | |
dc.contributor.author | Siswanto, Edy | |
dc.date.accessioned | 2013-06-17T06:20:34Z | |
dc.date.available | 2013-06-17T06:20:34Z | |
dc.date.issued | 2013 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/64114 | |
dc.description.abstract | Stock may produce high profits. However, it has a high risk as well, because the stock prices fluctuate over time. Therefore, a model is required to estimate the future stock prices accurately. In this paper, Lévy model is compared to Black-Scholes model in estimating the stock price at Bank of America Corporation. As a result, it is concluded that the Black-Scholes model is more accurate than Lévy model. | en |
dc.subject | Bogor Agricultural University (IPB) | en |
dc.subject | Black-Scholes model. | en |
dc.title | Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes | en |
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UT - Mathematics [1417]