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Mohamad Faisal Abdul Karim
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

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OPTION VALUATION WITH MATHEMATICA Ong Yih Ying; Anton Abdulbasah Kamil; Mohamad Faisal Abdul Karim
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 9, No 1 (2009)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v9i1.988

Abstract

Studies in option pricing have became more important and challenging in financial area becauseoption valuation can add significant information to the decision making process. In this study weattempt to establish the American and European call option. Call option gives the buyer the right, butnot the obligation to buy a specified stock at a predetermined price on or before a predetermined date.An American option may be exercised earlier before the expiration date. For European options, earlyexercise is not possible. It can only be exercised only at maturity. In this paper, we do mathematicalexperiments to solve the problem of financial valuation using Mathematica.
Co-Authors Anton Abdulbasah Kamil Ong Yih Ying