Penggunaan Model Binomial Pada Penentuan Harga Opsi Saham Karyawan

Dara Puspita Anggraeni (Universitas 45 Mataram Jalan Imam Bonjol, Tohpati Cakranegara Utara, Mataram - NTB)

Jurnal Matematika
Vol 5 No 1 (2015)

Binomial Model for Valuing Employee Stock Options. Employee Stock Options (ESO) differ from standard exchange-traded options. The three main differences in a valuation model for employee stock options : Vesting Period, Exit Rate and Non-Transferability. In this thesis, the model for valuing employee stock options discussed. This model are implement with a generalized binomial model.