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MODEL BLACK-SCHOLES PUT-CALL PARITY HARGA OPSI TIPE EROPA DENGAN PEMBAGIAN DIVIDEN PADA PENUTUPAN HARGA SAHAM MEDIA NUSANTARA CITRA Tbk PURNAMASARI, NUR ASMITA
Parameter: Jurnal Matematika, Statistika dan Terapannya Vol 2 No 1 (2023): Parameter: Jurnal Matematika, Statistika dan Terapannya
Publisher : Jurusan Matematika FMIPA Universitas Pattimura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/parameterv2i01pp67-78

Abstract

Investasi saham merupakan salah satu pilihan menarik bagi para investor. Selain memiliki saham secara langsung, investor juga dapat memiliki turunan dari saham, salah satunya adalah opsi. Model Black Scholes merupakan sebuah model yang berguna untuk menentukan harga opsi. Asumsi model ini adalah saham tidak memberikan pembayaran dividen, tidak ada biaya transaksi, suku bunga bebas risiko, serta perubahan harga saham mengikuti pola random. Tujuan penelitian ini adalah untuk menentukan model Black-Scholes harga opsi jual tipe Eropa dengan pembagian dividen dan put-call parity harga opsi tipe Eropa dengan pembagian dividen pada penutupan harga saham Media Nusantara Citra Tbk. Sehingga diperoleh Model Black-Scholes untuk harga opsi jual tipe Eropa dengan pembagian dividen pada keadaan constant market dan continous market masing-masing adalah (S,t) = K N(-d2) – (S-q N(-d1), sehingga diperoleh (S,t) = Rp. 29,40 dan (S,t) = , sehingga diperoleh (S,t) = Rp. 38,02. Sedangkan Model Black-Scholes untuk put-call parity harga opsi tipe Eropa dengan pembagian dividen pada keadaan constant market dan continous market masing-masing adalah (S,t) + K = (S,t) + (S ), sehingga diperoleh (S,t) = Rp. 202,43 dan , sehingga diperoleh (S,t) = Rp. 202,02
Perbandingan Regresi Nonparametrik Kernel dan Spline pada Pemodelan Hubungan antara Rata-Rata Lama Sekolah dan Pengeluaran per Kapita di Indonesia Zulhan Widya Baskara; Syahrul, Muhammad; Amanda, Humami Syifa; Fahrani, Indi Rizqy; Yasmin, Yasmin; Purnamasari, Nur Asmita; Baskara, Zulhan Widya
Indonesian Journal of Applied Statistics and Data Science Vol. 1 No. 1 (2024): November
Publisher : Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/ijasds.v1i1.5725

Abstract

Poverty remains a major issue in developing countries, including Indonesia. In 2021, Indonesia’s poverty rate reached 10.14%, or approximately 27.5 million people (BPS). Poverty alleviation is a primary goal within the Sustainable Development Goals (SDGs). Two important indicators for measuring poverty are per capita expenditure and average years of schooling, which can aid in formulating policies to reduce poverty. This study analyzes the relationship between average years of schooling and per capita expenditure in 2023 using nonparametric regression methods, specifically kernel and spline regression. The kernel regression analysis yielded an optimal bandwidth of 0.860 and a minimum GCV of 0.574. However, the truncated spline method, with one optimal knot, a minimum GCV of 0.5263514 at the 3rd order, and the smallest MSE of 0.4097892, proved to be more accurate in describing the relationship between the two variables. The study concludes that the truncated spline method is superior in modeling the relationship between per capita expenditure and average years of schooling, providing valuable insights for policy formulation aimed at poverty alleviation in Indonesia.
PERBANDINGAN METODE AVERAGE LINKAGE DAN K-MEANS DALAM MENGELOMPOKKAN PERSEBARAN PENYAKIT MULUT DAN KUKU DI INDONESIA Angelina; Harsyiah, Lisa; Purnamasari, Nur Asmita
Fraction: Jurnal Teori dan Terapan Matematika Vol. 4 No. 2 (2024): Fraction: Jurnal Teori dan Terapan Matematika
Publisher : Jurusan Matematika, Fakultas Teknik, Universitas Bangka Belitung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33019/fraction.v4i2.63

Abstract

The purpose of this study was to analyze the spread of Foot and Mouth Disease (FMD in Indonesia by using two different methods: average linkage and k-means. In addition, this study also aimed to determine the most effective method of classifying the distribution of FMD in Indonesia between the two methods used. The results of cluster validation showed that the optimal number of clusters formed in the average linkage method was 4, while in the k-means method, there were 3 clusters. The grouping with the average linkage method was better than the results of classifying with the k-means method, as the standard deviation ratio in the average linkage method was smaller at 0,035, compared to 0,258 in the k-means method. Therefore, it was concluded that the average linkage method was better than the k-means method in classifying the distribution of FMD in Indonesia.
Peningkatan Literasi, Numerasi, dan Adaptasi Digital melalui Program Kampus Mengajar di SMP Negeri 1 Narmada Purnamasari, Nur Asmita; Damayanti, Putri Candra; Fu’adah, Yayu Fitriyatul; Septiani, Ismi Herlina; Fitri, Laelatul; Sugiarti, Erlina
Sinergi dan Harmoni Masyarakat MIPA Vol. 1 No. 1 (2024): Oktober
Publisher : Fakultas Matematika dan Ilmu Pengetahuan Alam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/sinonim.v1i1.5507

Abstract

Program Kampus Mengajar merupakan inisiatif dari Kementerian Pendidikan, Kebudayaan, Riset, dan Teknologi untuk meningkatkan kualitas pendidikan di sekolah-sekolah yang membutuhkan bantuan. Pengabdian masyarakat ini dilaksanakan di SMP Negeri 1 Narmada, dengan fokus pada peningkatan kemampuan literasi, numerasi, dan adaptasi digital siswa. Latar belakang dari kegiatan ini adalah rendahnya kemampuan literasi dan numerasi siswa di sekolah serta terbatasnya penggunaan teknologi digital dalam proses pembelajaran. Tujuan dari program ini adalah untuk memberikan pendampingan dan bantuan kepada siswa dan guru agar dapat meningkatkan keterampilan literasi, numerasi, dan teknologi mereka. Metode yang digunakan dalam pengabdian ini meliputi observasi, wawancara, dan dokumentasi. Observasi dilakukan untuk mengidentifikasi kondisi sekolah dan kebutuhan siswa. Wawancara dilakukan dengan guru, staf sekolah, dan siswa untuk memahami permasalahan yang dihadapi dalam proses belajar mengajar. Dokumentasi digunakan untuk mencatat seluruh kegiatan selama pelaksanaan program. Hasil dari pengabdian menunjukkan adanya peningkatan signifikan dalam kemampuan literasi dan numerasi siswa, yang ditunjukkan melalui perbandingan hasil pretest dan posttest. Selain itu, pelatihan penggunaan aplikasi Canva dan Microsoft Excel berhasil meningkatkan keterampilan adaptasi digital guru dan siswa. Meskipun terdapat beberapa tantangan seperti kurangnya minat siswa dan keterbatasan fasilitas, program ini berjalan dengan baik dan mencapai tujuan yang diharapkan. Dengan hasil yang positif, diharapkan program ini dapat berlanjut dan memberikan dampak yang lebih luas pada sekolah-sekolah lain yang memiliki permasalahan serupa.
Mewujudkan Generasi Cerdas: Implementasi Kampus Mengajar untuk Peningkatan Literasi, Numerasi, dan Digitalisasi di SMPN 3 Gerung Purnamasari, Nur Asmita; Anggriani, Ni Ketut; Sahnan, Ahmad; Wardana, Ari; Hulfiana, Hulfiana; Dwinata, Nauval Waraqoh
Sinergi dan Harmoni Masyarakat MIPA Vol. 1 No. 2 (2025): April
Publisher : Fakultas Matematika dan Ilmu Pengetahuan Alam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/sinonim.v1i2.6325

Abstract

The Kampus Mengajar Program is an initiative by the Ministry of Education, Culture, Research, and Technology (Kemendikbudristek) aimed at improving the quality of education in Indonesia, particularly in schools facing challenges in literacy, numeracy, and digitalization. SMPN 3 Gerung is one of the target schools of the Kampus Mengajar Batch 7 Program, where issues such as low reading interest, lack of understanding of numeracy concepts, and limited use of technology in learning were identified.The objective of this community engagement is to enhance students’ literacy, numeracy, and digital adaptation skills through various intervention programs designed and implemented by Kampus Mengajar students. The method employed includes school needs assessment, solution-based program design, phased implementation, and evaluation to measure program effectiveness. The literacy program consists of 15-minute reading sessions before lessons, a reading corner, and a literacy clinic. The numeracy program includes a numeracy-rich environment and educational games such as the snake and ladder game and puzzles. Meanwhile, the digital adaptation program encompasses Canva training and the use of digital educational media.The results of this program indicate an improvement in students’ literacy and numeracy skills, as evidenced by increased pre-test and post-test scores. Additionally, students' ability to utilize technology for learning has significantly improved. Thus, this program has positively contributed to enhancing the quality of education at SMPN 3 Gerung and can serve as a model for similar community engagement initiatives in other schools facing comparable challenges.
Peramalan Jumlah Kasus Demam Berdarah Dengue di Pulau Lombok Menggunakan Model Space Time Autoregressive (STAR) Haryati, Haryati; Bahri, Syamsul; Purnamasari, Nur Asmita; Jurniati, Jurniati
Indonesian Journal of Applied Statistics and Data Science Vol. 2 No. 2 (2025): November
Publisher : Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/ijasds.v2i2.8170

Abstract

Dengue Hemorrhagic Fever (DHF) is an endemic disease with potential to cause outbreaks. It progresses and often proves fatal, with a high mortality rate frequently attributed to delayed treatment. According to data from the West Nusa Tenggara (NTB) Provincial Health Office, the incidence of DHF in the region has shown a consistent upward trend year over year, necessitating increased vigilance and preventative measures. This study aims to develop an accurate forecasting model to predict the number of DHF cases. The resulting model is intended to serve as tool for the community and policymakers to anticipate the spread of the disease, particularly on Lombok Island. The analytical method employed is the Space-Time Autoregressive (STAR) model, a time-series technique that incorporates interdependencies across both location (space) and time. The data analyzed consists of monthly DHF case counts on Lombok Island from January 2018 to December 2-22. The research results indicate that the best-perfoming model is STAR (3, 1). The forecasting accuracy of this optimal model, measured by the Mean Absolute Scaled Error (MASE), for Central Lombok and North Lombok Regencies was 0.87 and 0.59, respectively. These MASE values, being less than 1, indicate that the forecasting performance of the STAR model is superior to that of a simple naïve baseline model.