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Defri Ahmad
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Journal of Mathematics UNP
Core Subject : Science, Education,
Journal of Mathematics UNP is a journal to publish article from student researches in UNP Mathematics study program, and we also kindly accept other article from outside of our study program related to Mathematics: consists of publication in Algebra, Analysis, Combinatoric, Geometry, Differential Equations, Graph and/or Mixed Mathematics Applications: consists of publication in Application of Differential Equations, Mathematics Modelling, Mathematics Physics, Mathematics Biology, Financial Mathematics, Application of Graph and Combinatorics, Optimal Control, Operation Research, and/ or Mixed Statistics: consists of publication on Development and/ or Application of statistics in various aspects.
Articles 12 Documents
Search results for , issue "Vol 7, No 4 (2022): Journal Of Mathematics UNP" : 12 Documents clear
Analisis Metode Black-Scholes dan Monte Carlo Terhadap Penentuan Opsi Jual Eropa Megis, Febi Fortuna; Arnellis, Arnellis
Journal of Mathematics UNP Vol 7, No 4 (2022): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v7i4.13850

Abstract

Managing the risks that will occur when investing, things that can be done by trading options.  Stock options are used as a means of protection against stock price volatility.  Option price calculations are performed using two methods, namely the Black-Scholes method and the Monte Carlo method.  The purpose of this study is to determine the best method for determining option values.  This research is basic research.  The data used is the daily closing price of the pharmaceutical industry's shares in the New York Stock Exchanges (NYSE), namely Astra Zenecca and Abbott Laboratorie, the Dow Jones stock index, namely Pfizer Inc., Merck & Co Inc., and Johnson & Johnson for the period August 2022 to  November 2022 with a maturity of three months.  The results of the research show that the Price Absolute Error (PAE) is 18.75% or 0.1875 for the Black-Scholes method and 11.66% or 0.1166 for the Monte Carlo method, thus showing that the Monte Carlo method is more accurate than the Black-Scholes method for determining options.  selling Europe.
Model Matematika Pencegahan Penyebaran Kebiasaan Merokok dengan Penerapan Terapi Pengganti Nikotin Ismed, Seroja; Helma, Helma
Journal of Mathematics UNP Vol 7, No 4 (2022): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v7i4.13831

Abstract

Cigarettes are one of the addictive tobacco products because they contain nicotine, which is transmitted between smokers and non-smokers. Prevention is done by not making contact with smokers and giving one type of nicotine replacement therapy. The purpose of this study was to find out the form of the spread of smoking habits that occurs among the community when given nicotine replacement therapy as an effort to prevent this spread. The method in this research is literature. The results of the analysis show that the smoking free fixed point  always exists. If  then the smoking habit free fixed point is asymptotically stable. The smoking habit endemic fixed point  will exist if it fulfills several conditions. Under certain conditions, the endemic fixed point is asymptotically stable and the smoking free fixed point is unstable so that smoking will endemic in the population

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