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Menguak misteri tingginya bunga dual-currency deposit
Dual-currency deposit is one of the latest innovative banking products offered by foreign banks in Indonesia. Its much higher interest rate than prevailing deposit interest rate and convertibility to another hard currency may attract many investors.As an investor, one should fully undersrand the risk and return characteristics of this deposit before pouring his funds into this product. This paper uncovers the financial instruments behind dual-currency deposit. The writer questions and challenges the appropriateness of "dual-currency" name for this kind of hybrid instrument and offers a more suitable product name.The risk and return characteristics of this product together with the strategy of investing in this instrument are also discussed. Last, the paper demonstrates the use of Black-Scholes Model with the help of Derivagem in calculating the implied volatility and explains how investors should make decision based on that volatility.
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : Lembaga Manajemen Fakultas Ekonomi Universitas Indonesia |
|---|---|
| Edisi | - |
| Subjek | Derivative securities Value at risk Dual Black currency deposit currency bonds hydrid instrument currency option scholes model implied volatility. |
| ISBN/ISSN | 3029859 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |