123 research outputs found

    MATEMATIKA REKREASI MELALUI PERMAINAN KARTU

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    Pembelajaran Matematika dapat dibuat lebih menarik melalui sebuah permainan, salah satunya melalui permainan kartu. Pada makalah ini, akan disajikan mengenai sebuah permainan kartu yang dimainkan oleh dua orang dengan aturan tertentu. Hal yang menantang dalam suatu permainan adalah ketika kita dapat memastikan bahwa seseorang dapat memenangkan permainan itu. Secara matematis dengan menggunakan konsep teori bilangan, dapat dipastikan pemenang dari permainan kartu ini

    Hedging : suatu Manajemen Resiko Opsi

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    Options have become extremely popular, so popular that in many cases more money is invested in them in the underlying assets. Options are extremely attractive to investors, both for speculation and for hedging. The investors can make a greater profit relative to their original payout than you would do by simply purchasing the shares. A financial institution that sells an option to a client in the over-the-counter-markets is faced with the problem of managing its risk. Some strategies for facing this problem are naked position strategy, covered position strategy, stop loss strategy and delta hedging strategy. It can be seen from this article that delta hedging strategy is more powerful than other strategies because this strategy can be done for any condition, in the money or out of the money

    Combating New COVID-19 Variants in Indonesia: Is Accelerating Four-Dose Vaccinations Sufficient?

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    As new COVID-19 variants continue to emerge globally, we develop an SISI-type mathematical model to determine whether the transmission risks arising when such a new variant enters Indonesia can be mitigated by solely accelerating the country's ongoing four-dose vaccination programme. We begin by determining the model's basic reproduction number, as well as the model's equilibria and their stability. Subsequently, employing parameter values representing the country's situation as of March 20, 2023, we conduct a numerical sensitivity analysis in two simulated cases corresponding to two different levels of the new variant's transmission. The results show that, a satisfactory mitigation relying solely on vaccinations necessitates a drastic acceleration in the low-transmission case, and proves unachievable in the high-transmission case. Accordingly, we recommend that the acceleration of the ongoing four-dose vaccinations be carried out in conjunction with other intervention measures, such as improvements of the vaccine's efficacy and the disease's recovery rate.Comment: 21 pages, 10 figure

    Codimension-Two Bifurcations of an SIR-Type Model for COVID-19 and Their Epidemiological Implications

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    We study the codimension-two bifurcations exhibited by a recently-developed SIR-type mathematical model for the spread of COVID-19, as its two main parameters -- the susceptible individuals' cautiousness level and the hospitals' bed-occupancy rate -- vary over their domains. We use AUTO to generate the model's bifurcation diagrams near the relevant bifurcation points: two Bogdanov-Takens points and two generalised Hopf points, as well as a number of phase portraits describing the model's orbital behaviours for various pairs of parameter values near each bifurcation point. The analysis shows that, when a backward bifurcation occurs at the basic reproduction threshold, the transition of the model's asymptotic behaviour from endemic to disease-free takes place via an unexpectedly complex sequence of topological changes, involving the births and disappearances of not only equilibria but also limit cycles and homoclinic orbits. Epidemiologically, the analysis confirms the importance of a proper control of the values of the aforementioned parameters for a successful eradication of COVID-19. We recommend a number of strategies by which such a control may be achieved.Comment: 11 pages, 4 figure

    HEDGING : SUATU MANAJEMEN RESIKO OPSI

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    Options have become extremely popular, so popular that in many cases more money is invested in them in the underlying assets. Options are extremely attractive to investors, both for speculation and for hedging. The investors can make a greater profit relative to their original payout than you would do by simply purchasing the shares. A financial institution that sells an option to a client in the over-the-counter-markets is faced with the problem of managing its risk. Some strategies for facing this problem are naked position strategy, covered position strategy, stop loss strategy and delta hedging strategy. It can be seen from this article that delta hedging strategy is more powerful than other strategies because this strategy can be done for any condition, in the money or out of the money

    Perbandingan Efek Dilusi pada Nilai Waran dengan Menggunakan Metode Black-Scholes, Dilusi Black-Scholes, dan Pengamatan Variabel

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    Warrant is a financial derivative product issued by a firm on its own equity. Warrant is different from call options because the exercise price is paid to the firm and increases its assets and new shares of stock are issued at exercise. In this paper, warrant pricing is obtained using three methods; Black-Scholes, diluted Black-Scholes, and observable variables. Specifically, effect of dilution of warrant pricing would be compared each other with different characteristics of contract.Keywords: warrant, dilution, Black-Scholes, diluted Black-Scholes, observable variable

    HEDGING : SUATU MANAJEMEN RESIKO OPSI

    Get PDF
    Options have become extremely popular, so popular that in many cases more money is invested in them in the underlying assets. Options are extremely attractive to investors, both for speculation and for hedging. The investors can make a greater profit relative to their original payout than you would do by simply purchasing the shares. A financial institution that sells an option to a client in the over-the-counter-markets is faced with the problem of managing its risk. Some strategies for facing this problem are naked position strategy, covered position strategy, stop loss strategy and delta hedging strategy. It can be seen from this article that delta hedging strategy is more powerful than other strategies because this strategy can be done for any condition, in the money or out of the money
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