Please use this identifier to cite or link to this item:
http://repository.ipb.ac.id/handle/123456789/72680
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Budiarti, Retno | |
dc.contributor.advisor | Ruhiyat | |
dc.contributor.author | Izza, Ayun Farikha Noer | |
dc.date.accessioned | 2014-12-30T02:09:01Z | |
dc.date.available | 2014-12-30T02:09:01Z | |
dc.date.issued | 2014 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/72680 | |
dc.description.abstract | One of the problems faced by Indonesian farmers is the fluctuation of paddy grain price. The price is at the lowest point during the harvest season and at the highest point in the planting season. To solve this problem, farmers can postpone selling. Instead, the grains were stored in a storage system called SRG. Farmers get a storing document called the warehouse receipts. The implementation of warehouse receipts is not yet optimally benefited by farmers. The integration of warehouse receipts with one of the derivatives product which is European option could improve farmers’ profit. The European put option assured that farmers’ paddy grain still be marketable although the price is uncertain. In this SRG system, paddy grain auctions could be held. In this event farmers can use the European call option, and farmers also get the profit. The fluctuation of paddy grain price resembles the stock price characteristics. Therefore the Black-Scholes stock pricing model can be applied to determine the price European option of paddy grain. | en |
dc.language.iso | id | |
dc.subject.ddc | Medicinal plants | en |
dc.subject.ddc | Chemistry | en |
dc.title | Manajemen Risiko Petani Gabah Kering Menggunakan Opsi Tipe Eropa | en |
dc.subject.keyword | Bogor Agricultural University (IPB) | en |
dc.subject.keyword | warehouse receipt system | en |
dc.subject.keyword | warehouse receipt | en |
dc.subject.keyword | fluctuations in the price of paddy grain | en |
dc.subject.keyword | European put option | en |
dc.subject.keyword | European call option | en |
Appears in Collections: | UT - Mathematics |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
G14afn.pdf Restricted Access | full text | 17.67 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.