Mata Kuliah MA5112 - 2024

Kode Mata KuliahMA5112 / 2 SKS
Penyelenggara201 - Matematika / FMIPA
KategoriKuliah
Bahasa IndonesiaEnglish
Nama Mata KuliahStudi Mandiri Matematika KeuanganFinancial Mathematics Independent Study
Bahan Kajian
  1. Derivatif keuangan
  2. Konsep Arbitrage
  3. Teorema perhitungan harga opsi
  4. Konsep probabilitas, martingale, dan proses Wiener
  5. Persamaan Diferensial Stokastik
  6. Integral dan Lemma Ito
  7. Model Black Scholes
  8. Teorema Girsanov dan Equivalent Martingale Measure (EMM)
  1. Financial Derivatives
  2. Arbitrage Concept
  3. Option Pricing Theorem
  4. Concepts of Probability, Martingale, and Wiener Process
  5. Stochastic Differential Equations
  6. Ito's Integral and Lemma
  7. Black-Scholes Model
  8. Girsanov's Theorem and Equivalent Martingale Measure (EMM)
Capaian Pembelajaran Mata Kuliah (CPMK)
  1. Dapat mengidentifikasi masalah dalam pasar keuangan khususnya perhitungan harga derivatif dengan menggunakan metode diksrit dan kontinu melalui persamaan Black-Scholes
  2. Kemampuan bekerja dalam kelompok untuk menyelesaikan tugas terkait perhitungan harga opsi dan investasi dalam kapital market.
  1. Be able to identify problems in financial markets, particularly in derivative pricing, using discrete and continuous methods through the Black-Scholes equation.
  2. Ability to work in teams to complete tasks related to option pricing and investment in capital markets.
Metode PembelajaranKombinasi ceramah dan diskusi, pembelajaran berbasis masalah, tugas mandiri dan kelompok, kuis bersama.Combination of lectures and discussions, problem-based learning, independent and group assignments, quizzes.
Modalitas PembelajaranSinkronous dan asinkronous melalui LMSSynchronous and asynchronous through LMS
Jenis NilaiPass/Fail
Metode PenilaianKuis, UTS, UAS, Tugas Mandiri, Tugas KelompokQuizzes, Midterm Exams, Final Exams, Independent Assignments, Group Assignments
Catatan Tambahan