SAINSMAT: Jurnal Ilmiah Ilmu Pengetahuan Alam
Vol. 5 No. 2 (2016): Volume 5 Nomor 2 (September 2016)

Penentuan Nilai Opsi CallEropa Dengan Pembayaran Dividen

Diana Purwandari (Universitas Muhammadiyah Tasikmalaya)

Article Info

Publish Date
30 Sep 2016

Abstract

Fluctuations in stock pricesleadstock tradingrisk. Analternativeoptionstoreducethe riskinstock trading. European optionisafinancialcontractthatgives the right, but not the obligation, to theholder, tobuyorsellthe underlying assetof thewriterat the maturity dateat a pricespecified. Option pricevaluation modelsare widelyacceptedin thefield of financeis theBlack-Scholes model. The purposeofthis studyis to determine the effect of dividend distribution to the stock price and determinethe value ofthe Europeancalloptionwithdividend paymentsata predetermined time. Value ofthe Europeancalloptionwithdividend paymentsata predetermined timeobtainedusingnumericalintegrationwithSimpson methodof12,6388.

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Journal Info
SAINSMAT: Jurnal Ilmiah Ilmu Pengetahuan Alam
Website

Abbrev

sainsmat

Publisher

Universitas Negeri Makassar

Subject

Description

The objective of this journal is to publish original, fully peer-reviewed articles on a variety of topics and research methods in sciences, mathematics, statistics, education, and applied science. The journal welcomes articles that address common issues in mathematics, sciences, statistics, ...