Perbandingan Efek Dilusi pada Nilai Waran dengan Menggunakan Metode Black-Scholes, Dilusi Black-Scholes, dan Pengamatan Variabel

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dc.contributor.author Yong, Benny
dc.date.accessioned 2017-03-22T04:02:54Z
dc.date.available 2017-03-22T04:02:54Z
dc.date.issued 2016
dc.identifier.uri http://hdl.handle.net/123456789/1154
dc.description JURNAL SILOGISME: Kajian Ilmu Matematika dan Pembelajarannya; Vol.1 No.1, Oktober 2016
dc.description.abstract Warrant is a financial derivative product issued by a firm on its own equity. Warrant is different from call options because the exercise price is paid to the firm and increases its assets and new shares of stock are issued at exercise. In this paper, warrant pricing is obtained using three methods; Black-Scholes, diluted Black-Scholes, and observable variables. Specifically, effect of dilution of warrant pricing would be compared each other with different characteristics of contract. en_US
dc.publisher Program Studi Pendidikan Matematika, Universitas Muhammadiyah Ponorogo en_US
dc.relation.ispartofseries JURNAL SILOGISME: Kajian Ilmu Matematika dan Pembelajarannya; Vol.1 No.1, Oktober 2016
dc.subject warrant en_US
dc.subject dilution
dc.subject Black-Scholes
dc.subject diluted Black-Scholes
dc.subject observable variables
dc.title Perbandingan Efek Dilusi pada Nilai Waran dengan Menggunakan Metode Black-Scholes, Dilusi Black-Scholes, dan Pengamatan Variabel en_US
dc.type Journal Articles en_US


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