Ditemukan 38 dokumen yang sesuai dengan query
Brabazon, Anthony, editor
Like its three predecessors, this fourth volume in its series covers cutting-edge natural computing and agent-based methodologies in computational finance and economics, option model calibration, financial trend reversal detection, algorithmic trading and more...
Berlin: Springer, 2011
e20418132
eBooks Universitas Indonesia Library
Perna, Cira, editor
The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively...
Milan: [Springer, ], 2012
e20419938
eBooks Universitas Indonesia Library
Mariska Fitriani, author
Skripsi ini membahas tentang dampak penginapan sharing economy terhadap Tingkat Penghunian Kamar TPK hotel berbintang di Bali dan Yogyakarta. Penelitian ini mengukur efek dari sharing economy pada jenis hotel dan lokasi hotel yang berbeda, serta faktor yang mempengaruhi perubahan TPK. Penelitian ini menggunakan regresi dengan model random effect untuk mengetimasikan...
Depok: Universitas Indonesia, 2017
S67753
UI - Skripsi (Membership) Universitas Indonesia Library
Bølviken, Erik, author
Cambridge Malden, MA: Cambridge University Press, 2014
368.01 BOL c
Buku Teks Universitas Indonesia Library
Roman, Steven, author
This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset...
New York: Springer-Verlag, 2012
e20419593
eBooks Universitas Indonesia Library
Pamelia Carissa Lukman, author
Tugas akhir ini mengkaji harga opsi put Eropa dengan aset dasar zero-coupon bond dan tingkat bunga diasumsikan mengikuti model Vasicek dengan jump. Kajian dilakukan dengan mengkonstruksi kembali persamaan harga opsi put Eropa tersebut. Ukuran jump didefinisikan mengikuti distribusi mixed-exponential. Dengan memanfaatkan infinitesimal generator dan konsep martingale dapat dikonstruksi transformasi Laplace...
Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2019
S-pdf
UI - Skripsi (Membership) Universitas Indonesia Library
Borowiak, Dale S., 1952-, author
"Preface Financial and actuarial modeling is an ever-changing field with an increased reliance on statistical techniques. This is seen in the changing of competency exams, especially at the upper levels, where topics include more statistical concepts and techniques. In the years since the first edition was published statistical techniques such...
Boca Raton : CRC Press , 2014
332.015 195 BOR f
Buku Teks Universitas Indonesia Library
LeRoy, Stephen F., author
New York: Cambridge University Press, 2014
332 LER p
Buku Teks Universitas Indonesia Library
