1,720,981 research outputs found
Penentuan Harga Opsi Put Amerika dengan Simulasi Monte Carlo
Full text linkAn American option is an option that can be exercised at the strike price anytime before or on the date of expiration. In this thesis, Monte Carlo simulation for valuation of American option is presented. Monte Carlo simulation is one of the numerical methods used to determine the price of American options. The simulation provides several examples of initial stock price , rate of interest , exercise time , volatility , and strike price K. The simulation study shows the cost of the option c decreases when S increases, c decreases when r increases, c increases when T increases, c increases when increases, and c increases when K increases.Kontrak opsi (selanjutnya disebut opsi) adalah suatu jenis kontrak antara dua pihak, satu pihak memberi hak kepada pihak lain untuk menjual atau membeli aset tertentu pada harga dan periode waktu tertentu. Aset tertentu dalam penelitian ini adalah saham. Pada dasarnya ada dua tipe opsi, yaitu opsi put dan opsi call. Opsi put adalah kontrak yang memberikan hak kepada pemiliknya untuk menjual sejumlah aset. Sedangkan opsi call adalah kontrak opsi yang memberikan hak kepada pemiliknya untuk membeli aset. Penggunaan hak untuk menjual atau membeli saham dalam kontrak opsi dikatakan sebagai tindakan eksekusi. Berdasarkan waktu eksekusinya, kontrak opsi dibedakan atas opsi Amerika yakni kontrak opsi yang dapat dieksekusi kapanpun antara tanggal pembelian sampai dengan tanggal jatuh tempo (expiration date) dan opsi Eropa yakni opsi yang hanya dapat dieksekusi pada saat tanggal jatuh tempo. Harga opsi Eropa dapat ditentukan dengan menggunakan formula Black-Scholes yang merupakan solusi analitik dari persamaan Black-Scholes, namun untuk opsi Amerika belum terdapat solusi analitik, sehingga penelitian-penelitian yang selama ini dilakukan untuk menentukan harga opsi Amerika adalah menggunakan pendekatan numerik. Salah satu metode numerik yang digunakan untuk menentukan harga opsi Amerika adalah simulasi Monte Carlo. Metode ini merupakan metode alternatif berbasis teknik simulasi. Dimulai dengan persamaan pemrograman dinamis tradisional, yang menyampaikan gagasan bahwa harga opsi Amerika adalah masalah mengetahui pada setiap titik waktu, apakah opsi akan dieksekusi atau tidak. Tantangan utamanya adalah menentukan kapan akan melakukan eksekusi tersebut. Metode yang dipakai di sini mentransformasikan persamaan pemrograman dinamis ke masalah dualnya, dan akhirnya mencoba untuk menyelesaikan secara numerik. Berdasarkan hal tersebut, maka penelitian ini bertujuan menentukan harga opsi put Amerika dengan simulasi Monte Carlo
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Bibliometric analysis: Spatial skills and gender in education
No full textSpatial skills, the ability to perceive, understand, and manipulate shapes and spatial relationships, are fundamental to human cognition and have a significant impact on success in STEM (Science, Technology, Engineering, and Mathematics) career. The purpose of this study is to analyze the scientific research related to spatial skills and gender in education on Scopus database. This research also reveals the current research trends and research gaps on this subject. Bibliometric analysis is used to answer those objectives, with platforms such as R packages (Bibliometrix) and Vos Viewer software to help the analysis. This study addresses four research issues as follows: (i) the landscape of research on spatial skills and gender; (ii) the leading countries and institutions on spatial skills and gender research; (iii) the most cited journal; and (iv) the most cited authors; (v) the most cited articles; (vi) the most popular and least popular keywords
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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