Image of Simulation of call options premiums using the black-scholes model in estimating returns on covered call & dividend hedge capture as alternative strategies applied to cash management

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Simulation of call options premiums using the black-scholes model in estimating returns on covered call & dividend hedge capture as alternative strategies applied to cash management

Includes tables

Ketersediaan

Call NumberLocationAvailable
T 345/08PSB lt.2 - Karya Akhir1
Penerbit Jakarta Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Stock options
Investment
Pricing
Cash management
Dividends
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xi, 78 p., 24 p. : chart ; 29 cm & app.
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
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