Metode Theta Untuk Menentukan Nilai Opsi Saham Tipe Eropa

This final project discusses the determination of value of the European type stock options where the transaction is held at the expiry date. One way to determine the value of the option is using Black-Scholes model in the form of partial differential equation. Furthermore, the approximate solution of Black- Scholes model is obtained using theta finite difference method. Keywords: Option, B…