Menguak misteri tingginya bunga dual-currency deposit

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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.

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Ketersediaan

Call Number	Location	Available
	PSB lt.dasar - Pascasarjana	1

Informasi Detail

Judul Seri

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No. Panggil

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Penerbit

: Lembaga Manajemen Fakultas Ekonomi Universitas Indonesia.,

Deskripsi Fisik

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Bahasa

ISBN/ISSN

3029859

Klasifikasi

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Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

Derivative securities
Value at risk
Dual
Black
currency deposit
currency bonds
hydrid instrument
currency option
scholes model
implied volatility.

Info Detail Spesifik

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Pernyataan Tanggungjawab

pa

Versi lain/terkait

Lampiran Berkas

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