VOLATILITIES SAHAM MENGESTIMASI IMPLIED BISECTION … filePerbandingan Keefisienan Metode...

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PERBANDINGAN KEEFISIENAN METODE NEWTON-RAPHSON, METODE SECANT, DAN METODE BISECTION DALAM MENGESTIMASI IMPLIED VOLATILITIES SAHAM by Ida Ayu Ega Rahayuni Submission date: 30-Jul-2018 02:59AM (UTC+0700) Submission ID: 986037099 File name: 113_Newton_Raphson_Ida_Ayu_Ega_Rahayuni.pdf (291.2K) Word count: 2107 Character count: 12840

Transcript of VOLATILITIES SAHAM MENGESTIMASI IMPLIED BISECTION … filePerbandingan Keefisienan Metode...

PERBANDINGANKEEFISIENAN METODE

NEWTON-RAPHSON, METODESECANT, DAN METODE

BISECTION DALAMMENGESTIMASI IMPLIED

VOLATILITIES SAHAMby Ida Ayu Ega Rahayuni

Submission date: 30-Jul-2018 02:59AM (UTC+0700)Submission ID: 986037099File name: 113_Newton_Raphson_Ida_Ayu_Ega_Rahayuni.pdf (291.2K)Word count: 2107Character count: 12840

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PERBANDINGAN KEEFISIENAN METODE NEWTON-RAPHSON, METODE SECANT, DAN METODE BISECTIONDALAM MENGESTIMASI IMPLIED VOLATILITIES SAHAMORIGINALITY REPORT

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Submitted to iGroupStudent Paper

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Rene Carmona, Yi Ma, Sergey Nadtochiy."Simulation of Implied Volatility Surfaces viaTangent Lévy Models", SIAM Journal onFinancial Mathematics, 2017Publicat ion

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