Home > Manajemen Investasi dan Pasar Modal > Harga Opsi Saham dengan Dividen

Harga Opsi Saham dengan Dividen

Harga Opsi Saham dengan Dividen

Short Term Options

Notasi

S = Nilai sekarang (spot price) aktiva induk
K = harga strike (strike price) options
t = jangka waktu hingga jatuh tempo
r =tingkat suku bunga bebas risiko selama periode options
σ2 = variance ln (nilai) aktiva induk
y = dividend yield

Formula

di mana

Long Term Options

Formula

di mana

… bersambung

Daftar Pustaka

  • Siahaan, Hinsa, 2008, Seluk-Beluk Perdagangan Instrumen Derivative, Elex Media Komputindo, Jakarta
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