Contribution Indonesian composite index in pt telekomunikasi indonesia stock price model using 2-dimensional geometric brownian motion

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Formation of stock portfolio using Markowitz method and measurement of Value at Risk based on generalized extreme value (Case study: Company's stock the IDX Top Ten Blue 2017, Period 2 January-29 December 2017)

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Frank copula on value at risk (VaR) of the construction of bivariate portfolio (Case Study: Stocks of companies awarded with the IDX top ten blue with stock period of 20 october 2014 to 28 february 2018)

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Valuing risk of changes on corn (zea mays) prices by considering skewness and kurtosis parameters

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Time varying default barrier as an agreement rules on bond contract

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1025

Modeling stock prices in a portfolio using multidimensional geometric brownian motion

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1025

Comparison of ARCH / GARCH model and Elman Recurrent Neural Network on data return of closing price stock

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1025

Vector autoregressive model approach for forecasting outflow cash in Central Java

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JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1025

One period coupon bond valuation with revised first passage time approach and the application in Indonesian corporate bond

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AIP CONFERENCE PROCEEDINGS (ISSN: 0094243X) , vol. 1643 , pp. 391-401

Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data

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FAR EAST JOURNAL OF MATHEMATICAL SCIENCES (ISSN: 09720871) , vol. 98 , pp. 57-73