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Number of items: 9.

Lestari, Adeline Putri (2015) Kmv mengestimasi probabilitas default perusahaan publik Indonesia. Bachelor thesis, Universitas Pelita Harapan.

Margareta, Margareta (2014) Penerapan model multivariate Arma-Garch untuk optimisasi portofolio = Application of multivariate Arma-Garch model for portfolio optimization. Bachelor thesis, Universitas Pelita Harapan.

Hana, Illaria (2014) Estimasi volatilitas dan prediksi return indeks LQ45 dengan markov switching garch model = Volatility estimation and prediction of index LQ45 using markov switching garch model. Bachelor thesis, Universitas Pelita Harapan.

Suryanto, Christian (2012) Aplikasi dan analisis sensitivitas metode pohon binomial dalam valuasi opsi Amerika = Aplication and sensitivity analysis of binomial tree model in the valuation of American option. Bachelor thesis, Universitas Pelita Harapan.

Suyanto, Shefinna (2012) Valuasi collateralized debt obligation cdo. Bachelor thesis, Universitas Pelita Harapan.

Carolyn, Jessie (2012) Valuasi dan analisa performa hedging dari kredit default swap = Valuation and hedging performance analysis of credit default swap. Bachelor thesis, Universitas Pelita Harapan.

Kurniawan, Ryan (2011) Multi-class portfolio optimization using alternative risk measures under generalized hyperbolic framework. Bachelor thesis, Universitas Pelita Harapan.

Sufianti, Sufianti (2010) Perhitungan value-at-risk (VAR) dengan menggunakan arma (1,1)-garch (1,1) = Value-at-risk (VAR) using ARMA (1,1)-GARCH(1,1). Bachelor thesis, Universitas Pelita Harapan.

Suryadi, Andre (2009) Persamaan Black-Scholes dan penentuan nilai opsi = Black-scholes equation and option valuation. Bachelor thesis, Universitas Pelita Harapan.

This list was generated on Thu Jul 18 01:20:52 2024 WIB.