OPTION VALUATION WITH MATHEMATICA

Ong Yih Ying, Anton Abdulbasah Kamil, Mohamad Faisal Abdul Karim

Abstract


Studies in option pricing have became more important and challenging in financial area because
option valuation can add significant information to the decision making process. In this study we
attempt to establish the American and European call option. Call option gives the buyer the right, but
not the obligation to buy a specified stock at a predetermined price on or before a predetermined date.
An American option may be exercised earlier before the expiration date. For European options, early
exercise is not possible. It can only be exercised only at maturity. In this paper, we do mathematical
experiments to solve the problem of financial valuation using Mathematica.



DOI: https://doi.org/10.29313/jstat.v9i1.988

Refbacks

  • There are currently no refbacks.


Copyright Notice

Creative Commons License
STATISTIKA is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License

  • https://upt-tipd.iaincurup.ac.id/
  • https://library.stieppi.ac.id/
  • https://prodi.sisteminformasi.global.ac.id/
  • https://uptb.iaincurup.ac.id/
  • https://spmi.stieppi.ac.id/
  • https://tkjakartatimur.khoiruummah.id/mahjong/
  • https://tkjakartatimur.khoiruummah.id/qris/
  • https://sdsumedang.khoiruummah.id/smahjong/
  • https://sukabumi.khoiruummah.id/sdana/
  • https://acteaweb.org/bet400/
  • https://acteaweb.org/pulsa/
  • https://journal.literasihukum.com/mahjong/
  • https://journal.literasihukum.com/qris/
  • https://bandar168.store/
  • https://www.giathinhphatinterior.com/
  • https://www.okethelabel.com/
  • https://journal.moseskotaneinstitute.com/nas/liga367-pola-rtp/
  • https://my-klasiber.polhas.ac.id/sj/
  • https://international.unitomo.ac.id/wp-content/languages/hl/
  • https://bpm.unitomo.ac.id/wp-content/uploads/yi/
  • https://library.stieppi.ac.id/stam/
  • https://sastrainggris.ipbcirebon.ac.id/slsa/
  • https://prodi.sisteminformasi.global.ac.id/sris/
  • https://jurnal.fpok.upgripnk.ac.id/public/sloto/
  • https://ejournalperawat.poltekkes-kaltim.ac.id/sesmi/
  • https://library.stieppi.ac.id/xthailand/
  • https://sastrainggris.ipbcirebon.ac.id/xmahjong/
  • https://prodi.sisteminformasi.global.ac.id/xpulsa/
  • https://jurnal.fpok.ikippgriptk.ac.id/public/xqris/
  • https://ejournalperawat.poltekkes-kaltim.ac.id/xdana/
  • https://sumateraconnect.or.id
  • https://pt-ads.co.id/
  • https://bandungprecast.com/
  • https://jasaaspalhotmixbandung.my.id/
  • https://tjvs.tu.edu.iq/
  • https://ojs.al-adab-journal.com/
  • https://insightfuljournals.com/
  • https://interaction.id/
  • https://satpolpp.inhilkab.go.id/sthailand/
  • https://satpolpp.inhilkab.go.id/smahjong//
  • https://my-klasiber.polhas.ac.id/xthailand/
  • https://my-klasiber.polhas.ac.id/xmahjong/
  • https://my-klasiber.polhas.ac.id/slqris/
  • https://my-klasiber.polhas.ac.id/schitam/
  • https://satpolpp.inhilkab.go.id/scahitam/
  • https://satpolpp.inhilkab.go.id/slopulsa/
  • https://satpolpp.inhilkab.go.id/sloqris/
  • stmedj.com
  • inmovil.org
  • journal.fisil.ubhara.ac.id
  • https://egyptscholars.org//
  • Slot Thailand
  • Thailand Slot
  • Slot Deposit Pulsa 10k
  • Slot
  • https://egyptscholars.org/slot-thailand/
  • Slot Thailand
  • Thailand Slot/
  • Slot
  • Slot Deposit Pulsa 10k
  • Slot Maxwin
  • https://v2.stieputrabangsa.ac.id/nity/
  • https://siakad-pben.unida-aceh.ac.id/infy/
  • https://ct.pt-sultra.go.id/site/
  • https://ct.pn-probolinggo.go.id/file/
  • https://sipp.pa-bawean.go.id/site/