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Black-Scholes Model of European Call Option Pricing in Constant Market Condition Retno Tri Vulandari; Sutrima Sutrima
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol 6, No 2 (2020)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.v6i2.5828

Abstract

Investment is a saving activity with the aim of overcoming price increases or often called inflation. Investments can be in the form of gold, property, silver or stock investments. Stock investment is considered more profitable than just saving at a bank. Currency values are declining due to inflation. This results in a tendency to invest in shares. Stock investment carries a great risk. Therefore, in 2004 stock options began to trade. Stock options are contracts that give the holder the right to buy / sell shares at the agreed time, at a certain price. Stock option prices tend to be cheaper than stock prices. Therefore, determining the right price of stock options is needed. In this study, we will focus on the European type of buying options, the right to buy shares at an agreed price at maturity. The purpose of this study is the completion of the Black-Scholes model of European type option prices at a constant market, assuming stock movements meet the stochastic differential equation, fixed risk-free interest rates, companies distributing dividends, no taxes, no transaction costs, and free market arbitration. The results of this research are in the form of differential equations and the settlement of the Black-Scholes model of European type call option prices, and a case study used by stock option contracts with a maturity of January 4, 2010, PT Aqua Golden Mississippi Tbk.
PELATIHAN USAHA GUNA MENINGKATKAN PROFIT UMKM TANAMAN HIAS DAN OLEH-OLEH KHAS TAWANGMANGU DI DUSUN NGLURAH Vika Yugi Kurniawan; Sutrima Sutrima; Siswanto Siswanto; Supriyadi Wibowo; Santoso Budi Wiyono
E-Amal: Jurnal Pengabdian Kepada Masyarakat Vol 4 No 3: September-Desember 2024
Publisher : LP2M STP Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47492/eamal.v4i3.3507

Abstract

This community service program was conducted by the Pure Mathematics & Application Research Group of the Mathematics Department, FMIPA UNS, with the aim of increasing the profits of ornamental plant and local specialty product SMEs in Nglurah Village, Tawangmangu District, Karanganyar Regency. The partner in this activity is the Farmers and SMEs Association located in Nglurah Village, Tawangmangu. The main issues faced by the partner are a lack of knowledge in modern business management, branding, and digital marketing, resulting in low product competitiveness in an increasingly competitive market. The solution offered includes intensive training on product processing, branding strategies, and digital marketing. The community service was implemented through a workshop attended by 30 participants, followed by a one-month mentoring period. The methodology included a participatory approach in needs assessment, theoretical and practical training, and direct mentoring in field implementation. The results showed significant improvements in participants' understanding of business management and their ability to utilize digital media for marketing. Several participants reported increased product visibility in online markets. This program is expected to have a long-term impact on the development of SMEs in Nglurah Village.