• Tidak ada hasil yang ditemukan

European Option Pricing Formula Under Stochastic Interest Rate

N/A
N/A
Protected

Academic year: 2024

Membagikan "European Option Pricing Formula Under Stochastic Interest Rate"

Copied!
8
0
0

Teks penuh

Something wrong

Referensi

Dokumen terkait

While selecting the best mortgage interest rate one also needs to know that the true drivers of mortgage rates are the investors in the secondary market.. A loan when its funded,

This factor is important because what happens is, if in a short period of time quite a lot of lenders have accessed your credit report then either the lenders will deny your

Dengan mengambil nilai limitnya pada saat ∆ dan ∆ mendekati nol pada persamaan (1.7) dan menggunakan hasil terakhir diperoleh/. 2 1.11 mengikuti

Namun jika suatu pengakhiran lebih awal tidak dapat dihindari, maka Pembeli Cap wajib memberikan ganti rugi kepada Penjual Cap secara penuh terhadap segala

Berikut ini akan dicari nilai European down-and-out call option dan European up-and-out put option dengan metode Crank-Nicolson yang dihitung dengan bantuan program Matlab

Within a petroleum projects context such real options include development and operations of satellite fields, break-even values of incremental capacity, and flexibility value with

More specifically, when using a Heston model, consistent prices are obtained for the characteristic function pric- ing method, the backward finite difference method, the forward finite

In most studies that we have discussed, consumers’ utility functions take the general form of up,x , where p is price and x is the installed base of the network Table 20.1 Analytical