Fahria, Izma
Universitas Bangka Belitung

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PRICING BERMUDAN-TYPE CALL OPTION THROUGH BINOMIAL TREE METHOD Fahria, Izma
AFEBI Accounting Review Vol 3, No 01 (2018)
Publisher : AFEBI Accounting Review

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Abstract

Bermudan option is a type of option that has characteristics between American option and European option whose its value never exceeds the value of the American option and is never less than the European option. The objective of this research is to calculate Bermudan call option of John Keels Stock through the binomial tree method using statistics software of Matlab R2010a. Assessment of Bermudan type option relates to discrete issues, in which the Bermudan type option has a certain number of times of early exercise specified in the option contract, where such times can only be made at some time prior to the option due date. Precise pricing for Bermudan type option can be obtained by discrete models such as the binomial tree method, a numerical method that is one of the most popular approaches for calculating option prices. This research uses time series data obtained from BNI Financial Update Corner, FEB UGM. The Bermudan call option price calculation will be compared with the calculation of European option pricing and American option price with underlying asset without dividend. The results show that the price of John Keelss Bermudan type call option using the binomial tree method yields the same value as American type call option and European type call option.Keywords: Bermudan Type Option, Binomial Tree Method, Matlab R2010a, Spss 20
Persepsi Mahasiswa Terhadap Praktik Pengungkapan Sukarela dengan Non Profit Organizations Reporting Index di Universitas Bangka Belitung Anggita, Wenni; Yunita, Anggraeni; Rosalina, Erita; Fahria, Izma
Accounthink Vol 3, No 02 (2018)
Publisher : UNSIKA (Universitas Singaperbangsa Karawang)

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (373.464 KB) | DOI: 10.35706/acc.v3i02.1484

Abstract

The services provided by nonprofit organizations and their ability to continue providing such services, how managers carry out their responsibilities for the performance of nonprofit organizations. This research aims to analyze the perception of Bangka Belitung University students about the voluntary disclosure practices at Bangka Belitung University by Non Profit Organizations Reporting Index. As one of the Non  Profit Organizations, the collage became one of the entities of interest to be discussed. The research using qualitative approach by distributing quetionnaires. The sample used is 978 faculty of economics students who are familiar with voluntary disclosure.  The result showed that Bangka Belitung University doesn’t use Non Profit Organizations Reporting Index in the report. Students agreed that a non profit organization, the university should be know the informations needed by stakeholders. Of the five indicators mentioned in Non Profit Organizations Reporting Index used in this study, tey agree that financial and non financia information is important to be informed openly.