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Title: | Strategi Perdagangan Menggunakan Opsi Barrier pada Exchange Traded Fund |
Other Titles: | Trading Strategy Using Barrier Option on Exchange Traded Fund |
Authors: | Lesmana, Donny Citra Erliana, Windiani Fitrianaldi, Amelia |
Issue Date: | 2021 |
Publisher: | IPB University |
Abstract: | Exchange Traded Fund merupakan reksadana terbuka yang sedang banyak
diminati investor. Namun, pergerakan harga Exchange Traded Fund yang sangat
tinggi dapat membawa kerugian kepada para investor, sehingga investor perlu
waspada terhadap kerugian yang mungkin akan terjadi. Salah satu upaya untuk
mengurangi risiko kerugian akibat pergerakan harga yang tinggi yaitu dengan
menggunakan strategi perdagangan. Opsi merupakan salah satu produk derivatif
yang banyak diminati dalam strategi perdagangan. Karya ilmiah ini membahas
mengenai strategi perdagangan menggunakan opsi vanilla dan dengan empat jenis
opsi barrier. Berdasarkan hasil penghitungan, strategi perdagangan menggunakan
opsi barrier memberikan profit yang lebih besar dibandingkan dengan strategi
perdagangan menggunakan opsi vanilla. The Exchange Traded Fund is an open mutual fund that is currently in great demand by investors. However, very high Exchange Traded Fund price movement can cause losses to investors, so that investors need to be aware of potential risk of losses that might happen. One of those attempts to reduce potential risk of losses that occur due to price movements is by using trading strategy. Option is one of the derivative products that investors are interested to use in trading strategy. This paper discusses trading strategies using vanilla option and four types of barrier options. Based on the calculation results, trading strategy using barrier option gives greater profit than trading strategy using vanilla option. |
URI: | http://repository.ipb.ac.id/handle/123456789/108176 |
Appears in Collections: | UT - Actuaria |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Cover, Lembar Pengesahan, Prakata, Daftar Isi.pdf Restricted Access | Cover | 2.24 MB | Adobe PDF | View/Open |
G94170026_Amelia Fitrianaldi.pdf Restricted Access | Fullteks | 16.12 MB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 5.83 MB | Adobe PDF | View/Open |
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