Browsing MT - Mathematics by Subject "fungsi utilitas"

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    • Model Bond Berisiko Dengan Pendekatan Fungsi Utilitas 

      Hamidah Nasution (2009-09-14)
      Bonds are investment instruments which give the investor a fixed income in a long term. Generally bonds are risky, but risk level are different depend on the type of the bonds and the corporate bond publisher. In this ...

    • Penggunaan Fungsi Utilitas Untuk Model Saham Beresiko 

      Harris H Simamora (2009-07-06)
      This paper prices defaultable bonds by incorporating inherent risks with the use of utility functions. By allowing risk preferences into the valuation of bonds, nonlinearity is introduced in their pricing. The utility-function ...