Mahdi Simulasi Penilaian Reference 2003
DAFTARPUSTAKA
Ahn, Dong-Hyrn,JacobBoudoukh,MatthewRichardsonand RobertF Whitelaw,1999,
Using Options,TheJournal of Finance,Vol. LVI, No.
OptimalRisk Management
1.pp 359-375.
Boyle, Phelim P., SeokguByoun and Hun Y. Park, 1999, TemporalPrice Relation
BetweenStockandOptionMarketsandBiasOf ImpliedVolatility in OptionPrices,
OFORPaperNumber99-07.
Brigham,EugeneF., andPhilip R. Daves,2002,IntermediateFinancialManagement,T6
UnitedKingdom.
ed.,ThomsonLeamingSouth-Westem,
Broadie,Mark and Paul Glasserman,
1996,EstimatingSecurityPrice DerivativeUsing
Simulation,Management
Science,Y ol. 42,No. 2.
Campbell,JohnY., AndrewW. Lo, danA. CraigMacKinlay,1997,TheEconomehics
of
FinancialMarkets,PrincetonUniversityPress,Sussex.
Frost, J Ronald, 1994, Options and Futures,Rev. ed., ProbusPublishingCompany,
Chicago,Illionois.
Hartono,Jogiyanto,1998,Teori Portofoliodan AnalisisInvestasi,edisi pertama,BPFE,
Jogjakarta.
Hull, John. C., 2000, Options, Futures, and Other Derivatives,5d, PrenticeHall
Intemational,
Inc.,New Jersey.
_.,
1998,Introductionto Futuresand OptionsMarkets,3'ded., PrenticeHall, New
Jersey.
JSXMonthlyStatistics2001
Madura, Jeff, 2003, International Financial Management,Tft ed., Thomson SouthWestem,Canada.
Ross,StephenA., RandolphW. Westerfield,andBradfordD. Jordan,2003,Fundamental
of CorporateFinance,6eed.,McGrawHill, Boston.
Strong,RobertA., lgg4, Speculative
Markets,2nd
ed.,HarperCollinsCollegePublishers,
New York.
Summa, John F., 2002a, An Option Strategy for Trading Market Bottom,
Investopedia.com,
Agustus,availableat www.investopedia.com.
Summa, John F., 2002b, ForecastingMarket Direction with PuVCall Ratios,
Investopedia.com,
Mei, availableat www.investopedia.com.
Summa, Johr F., 2002c, Ratio Writing - A High Volatility Option Strategy,
Investopedia.com,
November,availableat www.investopedia.com.
Verghese,David, 2002a,A ProtectiveRelationship- Married Puts, Investopedia.com,
availableat www.investopedia.com.
Verghese,David,2002b, An Inhoductionto Options,Investopedia.com,
availableat
www.investqpedia.com.
Verghese, David, 2002c, Naked Call Writing, Investopedia.com,available at
www.investooedia.com.
Ahn, Dong-Hyrn,JacobBoudoukh,MatthewRichardsonand RobertF Whitelaw,1999,
Using Options,TheJournal of Finance,Vol. LVI, No.
OptimalRisk Management
1.pp 359-375.
Boyle, Phelim P., SeokguByoun and Hun Y. Park, 1999, TemporalPrice Relation
BetweenStockandOptionMarketsandBiasOf ImpliedVolatility in OptionPrices,
OFORPaperNumber99-07.
Brigham,EugeneF., andPhilip R. Daves,2002,IntermediateFinancialManagement,T6
UnitedKingdom.
ed.,ThomsonLeamingSouth-Westem,
Broadie,Mark and Paul Glasserman,
1996,EstimatingSecurityPrice DerivativeUsing
Simulation,Management
Science,Y ol. 42,No. 2.
Campbell,JohnY., AndrewW. Lo, danA. CraigMacKinlay,1997,TheEconomehics
of
FinancialMarkets,PrincetonUniversityPress,Sussex.
Frost, J Ronald, 1994, Options and Futures,Rev. ed., ProbusPublishingCompany,
Chicago,Illionois.
Hartono,Jogiyanto,1998,Teori Portofoliodan AnalisisInvestasi,edisi pertama,BPFE,
Jogjakarta.
Hull, John. C., 2000, Options, Futures, and Other Derivatives,5d, PrenticeHall
Intemational,
Inc.,New Jersey.
_.,
1998,Introductionto Futuresand OptionsMarkets,3'ded., PrenticeHall, New
Jersey.
JSXMonthlyStatistics2001
Madura, Jeff, 2003, International Financial Management,Tft ed., Thomson SouthWestem,Canada.
Ross,StephenA., RandolphW. Westerfield,andBradfordD. Jordan,2003,Fundamental
of CorporateFinance,6eed.,McGrawHill, Boston.
Strong,RobertA., lgg4, Speculative
Markets,2nd
ed.,HarperCollinsCollegePublishers,
New York.
Summa, John F., 2002a, An Option Strategy for Trading Market Bottom,
Investopedia.com,
Agustus,availableat www.investopedia.com.
Summa, John F., 2002b, ForecastingMarket Direction with PuVCall Ratios,
Investopedia.com,
Mei, availableat www.investopedia.com.
Summa, Johr F., 2002c, Ratio Writing - A High Volatility Option Strategy,
Investopedia.com,
November,availableat www.investopedia.com.
Verghese,David, 2002a,A ProtectiveRelationship- Married Puts, Investopedia.com,
availableat www.investopedia.com.
Verghese,David,2002b, An Inhoductionto Options,Investopedia.com,
availableat
www.investqpedia.com.
Verghese, David, 2002c, Naked Call Writing, Investopedia.com,available at
www.investooedia.com.