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All Journal Pythagoras: Jurnal Matematika dan Pendidikan Matematika Dimas: Jurnal Pemikiran Agama untuk Pemberdayaan Journal of Natural Sciences and Mathematics Research Phenomenon : Jurnal Pendidikan MIPA Edu Sains: Jurnal Pendidikan Sains dan Matematika Unisda Journal of Mathematics and Computer Science (UJMC) Delta: Jurnal Ilmiah Pendidikan Matematika Square : Journal of Mathematics and Mathematics Education Journal of Multidisciplinary Applied Natural Science
Siswanah, Emy
Universitas Islam Negeri Walisongo Semarang
Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Economics, Econometrics & Finance Education Energy Environmental Science Immunology & microbiology Materials Science & Nanotechnology Mathematics Physics Social Sciences Other

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Penentuan Harga Opsi Tipe Eropa dengan Model Binomial Via Maulida; Emy Siswanah; Eva Khoirun Nisa
Square : Journal of Mathematics and Mathematics Education Vol 1, No 1 (2019)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2019.1.1.4111

Abstract

Opsi merupakan suatu jenis kontrak yang memberikan hak kepada salah satu pihak untuk menjual atau membeli sejumlah saham pada suatu harga dan jangka waktu tertentu. Tujuan dari penelitian ini adalah untuk menentukan harga opsi call dan put tipe Eropa menggunakan model binomial langkah dan membandingkan hasil perhitungan harga opsi model binomial langkah dengan harga opsi model Black-Scholes dan harga opsi pasar. Model binomial merupakan model sederhana yang digunakan untuk menentukan harga opsi dengan mengasumsikan dua kemungkinan pergerakan harga saham yaitu harga saham akan naik atau turun. Hasil penelitian ini menunjukkan bahwa penentuan harga opsi tipe Eropa dipengaruhi oleh harga saham (S0), harga kontrak (K), waktu jatuh tempo (T), volatilitas (sigma), suku bunga (r) dan parameter yang dibutuhkan untuk menghitung harga opsi yaitu peluang harga saham naik (p), tingkat kenaikan harga saham (u), tingkat penurunan harga saham (d). Dilihat dari besar erornya, secara empiris penentuan harga opsi dengan model binomial memberikan harga yang lebih mendekati harga opsi pasar dibandingkan dengan besar eror yang dihasilkan dari harga opsi model Black-Scholes terhadap harga opsi pasar. Namun secara empiris, harga opsi yang dihasilkan oleh model binomial hampir sama dengan harga opsi yang dihasilkan oleh model Black-Scholes yang merupakan model yang telah banyak diterima di dunia keuangan.Kata kunci : Opsi Eropa, Model Binomial, Model Black-Scholes 
Media Pembelajaran Matematika SMP Berbasis Android Berorientasi UoS untuk meningkatkan Hasil Belajar Siswa Ahmad Aunur Rohman; M. Ismail; Emy Siswanah
Square : Journal of Mathematics and Mathematics Education Vol 1, No 1 (2019)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2019.1.1.4057

Abstract

Terdapat keterbatasan sumber belajar siswa dan sarana pembelajaran yang terdapat di SMP Negeri 1 Kendal. Penelitian ini dimaksudkan untuk menjawab permasalahan tersebut, dengan tujuan untuk mengetahui apakah media pembelajaran matematika SMP berbasis android berorientasi UoS pada materi lingkaran dapat meningkatkan hasil belajar siswa. Jenis penelitian ini adalah kuantitatif. Penentuan sampel menggunakan teknik purposive sampling dengan pertimbangan nilai pretest terendah yaitu kelas VIII G sebanyak 30 siswa. Hasil penelitian menunjukkan bahwa media pembelajaran Matematika SMP berbasis android berorientasi UoS dapat meningkatkan hasil belajar siswa.Kata kunci: media pembelajaran, Android, UoS
Penentuan Premi Tahunan Dan Cadangan Manfaat Asuransi Jiwa Dwiguna Murni pada Status Last Survivor dengan Tiga Orang Tertanggung Fika Riza Syifamillah; Emy Siswanah; Seftina Diyah Miasary
UJMC (Unisda Journal of Mathematics and Computer Science) Vol 8 No 2 (2022): Unisda Journal of Mathematics and Computer science
Publisher : Mathematics Department, Faculty of Mathematics and Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52166/ujmc.v8i2.3693

Abstract

Last-survivor life insurance is life insurance with more than one life (multiple life) in which premium payments end when the policyholder dies for the last time. Last-survivor status can be applied to various types of insurance, including pure endowment life insurance. Pure endowment life insurance is insurance that provides a death benefit if the insured is still alive within the agreed timeframe. Furthermore, two costs that insurance companies must consider are the amount of premiums and benefit reserves. The premium is the amount of money paid by the insurer to the insurer for their participation in the insurance, while the benefit reserve is the amount of funds that the insurance company needs to prepare to pay losses to the participant during the coverage period. The purpose of this study is to calculate the annual premiums and reserves for pure endowment life insurance benefits based on last survivor status for three insured people. Based on the results of calculating the benefit reserve using the prospective method, the older the insurance member, the lower (smaller) the chance of survival. That is, the greater the likelihood that the three members will die before the insurance contract expires, the less likely the insurance company will pay the sum insured. This causes the premium to be paid to be smaller. The value of the benefit reserve from the initial year of insurance to the end of the insurance contract period, which is the 25th year, is getting smaller every year.
Binomial Method in Bermudan Option Emy Siswanah; Ahmad Mutawaslih Idrus; Muhammad Malik Hakim
Journal of Multidisciplinary Applied Natural Science Vol. 3 No. 2 (2023): Journal of Multidisciplinary Applied Natural Science
Publisher : Pandawa Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47352/jmans.2774-3047.178

Abstract

The Bermudan option allows the contract holders to make and buy a hybrid contract between American and European options. Bermudan option contract can be executed at certain times until the due of the contract. The purpose of this research is to determine the price of the Bermudan option using the binomial method, and then to compare the binomial method result of n steps with the market option price. In determining stock prices at each point, there will be two branches of the binomial method: up and down branches. These branches represent the movement of stock prices in the market. The result shows the price of Bermudan option is convergent at a certain value when the binomial procedure is enlarged. The comparison of the Bermudan option price using a binomial method to the market price shows that the price of Bermudan option is an approach to the market price in certain conditions. Empirically, the price of Bermudan call option is in approach to the market option price or has a minimum error when the exercise price is below the current stock price. The price of Bermudan put option empirically is in approach to the market option price or having a minimum error when the exercise price is above the current stock price.
Co-Authors Ahmad Aunur Rohman Ahmad Aunur Rohman Ahmad Mutawaslih Idrus Dwi Noviyanti Dyan Falasifa Tsani Dyan Falasifa Tsani Eva Khoirun Nisa Fika Riza Syifamillah Linda Nur Chabibah Lulu Choirun Nisa M. Ismail Muhammad Malik Hakim Seftina Diyah Miasary Sulis Azizahroh Mahmudah Syifa'ul Furqon Tauki Rohman Muzaki Tri Yuliyanti Ulliya Fitriani Via Maulida