Ditemukan 5 dokumen yang sesuai dengan query
Universitas Indonesia, 1989
S26923
UI - Skripsi Membership Universitas Indonesia Library
Thomsett, Michael C.
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Every stock market investor needs to be able to calculate value, profits, and cash flow in order to make basic decisions like whether to buy, hold, or sell. But it's easy to get intimidated by all the ratios and formulas, especially when incorrect calculations can lead to costly investment mistakes. The Stock Investor's Pocket Calculator simplifies the math behind successful equity investing. Containing over 100 ratios and formulas, the book translates them into plain English, ...
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New York: American Management Association, 2007
e20441407
eBooks Universitas Indonesia Library
Ariane Surya Wardhani
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Pembentukan portofolio investasi merupakan salah satu bagian penting bagi investor untuk mengantisipasi kerugian. Untuk mendapatkan hasil investasi yang optimal, maka perlu untuk mencari portofolio yang optimal. Optimisasi portofolio mean-variance dilakukan dengan meminimumkan risiko portofolio yang diukur dari variansi portofolio dan kendala ekspektasi return portofolio sudah ditentukan. Optimisasi portofolio mean-variance dikategorikan sebagai masalah kontrol optimal stokastik, karena merupakan optimisasi dari suatu sistem dinamis. Untuk menyelesaikan masalah optimisasi portofolio mean-variance digunakan teori dualitas Lagrange dan persamaan Hamilton-Jacobi-Bellman. ...
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Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2017
S69730
UI - Skripsi Membership Universitas Indonesia Library
Roberts, A. J.
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Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets.This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner geared toward undergraduate students. Using little high-level mathematics, the author presents the basic methods for evaluating financial options and building financial simulations ...
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Philadelphia: Society for Industrial and Applied Mathematics, 2009
e20450758
eBooks Universitas Indonesia Library
Roman, Steven
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This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed. The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is ...
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New York: Springer-Verlag, 2012
e20419593
eBooks Universitas Indonesia Library
