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All Journal Pythagoras: Jurnal Matematika dan Pendidikan Matematika Dimas: Jurnal Pemikiran Agama untuk Pemberdayaan Journal of Natural Sciences and Mathematics Research Phenomenon : Jurnal Pendidikan MIPA Edu Sains: Jurnal Pendidikan Sains dan Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan Unisda Journal of Mathematics and Computer Science (UJMC) JTAM (Jurnal Teori dan Aplikasi Matematika) Indonesian Journal of Statistics and Its Applications Delta: Jurnal Ilmiah Pendidikan Matematika Square : Journal of Mathematics and Mathematics Education Journal of Multidisciplinary Applied Natural Science Edumatica: Jurnal Pendidikan Matematika
Siswanah, Emy
Universitas Islam Negeri Walisongo Semarang
Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Energy Engineering Environmental Science Immunology & microbiology Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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Penentuan Harga Opsi Tipe Eropa dengan Model Binomial Via Maulida; Emy Siswanah; Eva Khoirun Nisa
Square : Journal of Mathematics and Mathematics Education Vol 1, No 1 (2019)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2019.1.1.4111

Abstract

Opsi merupakan suatu jenis kontrak yang memberikan hak kepada salah satu pihak untuk menjual atau membeli sejumlah saham pada suatu harga dan jangka waktu tertentu. Tujuan dari penelitian ini adalah untuk menentukan harga opsi call dan put tipe Eropa menggunakan model binomial langkah dan membandingkan hasil perhitungan harga opsi model binomial langkah dengan harga opsi model Black-Scholes dan harga opsi pasar. Model binomial merupakan model sederhana yang digunakan untuk menentukan harga opsi dengan mengasumsikan dua kemungkinan pergerakan harga saham yaitu harga saham akan naik atau turun. Hasil penelitian ini menunjukkan bahwa penentuan harga opsi tipe Eropa dipengaruhi oleh harga saham (S0), harga kontrak (K), waktu jatuh tempo (T), volatilitas (sigma), suku bunga (r) dan parameter yang dibutuhkan untuk menghitung harga opsi yaitu peluang harga saham naik (p), tingkat kenaikan harga saham (u), tingkat penurunan harga saham (d). Dilihat dari besar erornya, secara empiris penentuan harga opsi dengan model binomial memberikan harga yang lebih mendekati harga opsi pasar dibandingkan dengan besar eror yang dihasilkan dari harga opsi model Black-Scholes terhadap harga opsi pasar. Namun secara empiris, harga opsi yang dihasilkan oleh model binomial hampir sama dengan harga opsi yang dihasilkan oleh model Black-Scholes yang merupakan model yang telah banyak diterima di dunia keuangan.Kata kunci : Opsi Eropa, Model Binomial, Model Black-Scholes 
Media Pembelajaran Matematika SMP Berbasis Android Berorientasi UoS untuk meningkatkan Hasil Belajar Siswa Ahmad Aunur Rohman; M. Ismail; Emy Siswanah
Square : Journal of Mathematics and Mathematics Education Vol 1, No 1 (2019)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2019.1.1.4057

Abstract

Terdapat keterbatasan sumber belajar siswa dan sarana pembelajaran yang terdapat di SMP Negeri 1 Kendal. Penelitian ini dimaksudkan untuk menjawab permasalahan tersebut, dengan tujuan untuk mengetahui apakah media pembelajaran matematika SMP berbasis android berorientasi UoS pada materi lingkaran dapat meningkatkan hasil belajar siswa. Jenis penelitian ini adalah kuantitatif. Penentuan sampel menggunakan teknik purposive sampling dengan pertimbangan nilai pretest terendah yaitu kelas VIII G sebanyak 30 siswa. Hasil penelitian menunjukkan bahwa media pembelajaran Matematika SMP berbasis android berorientasi UoS dapat meningkatkan hasil belajar siswa.Kata kunci: media pembelajaran, Android, UoS
Kemampuan Literasi Matematika Peserta Didik Kelas IX berdasarkan Gaya Belajar menurut David Kolb Syifa'ul Furqon; Emy Siswanah; Dyan Falasifa Tsani
Edumatica : Jurnal Pendidikan Matematika Vol 11 No 01 (2021): Edumatica: Jurnal Pendidikan Matematika
Publisher : Program Studi Pendidikan Matemarika PMIPA FKIP Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1227.918 KB) | DOI: 10.22437/edumatica.v11i01.11438

Abstract

The purpose of this study was to determine the characteristics of mathematical literacy skills of class IX students based on learning styles according to David Kolb. This study uses an analytical descriptive approach with research subjects of class IX A students of SMP 4 Pemalang in the academic year 2019/2020. The results of the study stated that High, Medium and Lower Diverger Subjects were able to solve math literacy problems level 2, 3 and 5. The Upper Assimilator Subject was able to solve math literacy problems level 2, 3, 4, 5 and 6. The Middle Assimilator was complete at levels 2, 3, 5 and 6. The Lower Assimilator Subject is only completed at levels 2, 3, and 5. The Upper Converger Subject is able to complete level 2, 3, 4, 5, and 6 mathematics literacy. less able at level 3. Lower Converger is complete at level 2 and 3 then less able at level 4. Upper Accomodator subject is able to solve mathematical literacy problems level 3, 4, 5, and 6 then less able at level 2. Middle Accomodator is complete at level 2 and 3. whereas Lower Accommodation is only able to solve level 2 problems and less able to solve level 3 mathematical literacy problems.
Forecasting the Number of Ship Passengers with SARIMA Approach (A Case Study: Semayang Port, Balikpapan City) Multiningsih Multiningsih; Emy Siswanah; Minhayati Saleh
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 6, No 4 (2022): October
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v6i4.10211

Abstract

From year to year, the number of ship passengers at Semayang Port, Balikpapan city tends to fluctuate. It also doubles in certain months and repeats every year. Sea transportation companies need to make forecasts in order to implement policies related to predict the number and capacity of ships that need to be provided as well as the preparation of port facilities. The study aims at obtaining the best model, predicting and determining the accuracy of the forecasting results for the number of passengers arriving and departing at Semayang Port, Balikpapan city using SARIMA method. The SARIMA method is a time series data forecasting method that is able to identify seasonal patterns. The results showed that the best model for predicting the number of passengers departing at Semayang Port, Balikpapan city is the SARIMA (4,1,0)(0,1,2)12 model with a MAPE of 14.05%. It means that the SARIMA model used produces good forecasting. Meanwhile, the best model to predict the number of passengers coming to Semayang Port Balikpapan city is the SARIMA (0,1,1)(2,1,0)12 model with a MAPE value of 3.27% which exposes that the SARIMA model used succeed to provide accurate forecasting. The results of this forecast can be used as a reference for the government or port managers to anticipate a surge in passengers. The government or port management can prepare an adequate amount of transportation in certain months to avoid the accumulation of passengers and to make sea transportation more efficient. 
Low Welfare Status Modeling Using Mixed Geographically Weighted Regression Method with Fixed Tricube Weighting Function: Pemodelan Status Sejahtera Rendah Menggunakan Metode Mixed Geographically Weighted Regression Dengan Fungsi Pembobot Fixed Tricube Tri Yuliyanti; Emy Siswanah; Lulu Choirun Nisa
Indonesian Journal of Statistics and Applications Vol 6 No 2 (2022)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v6i2p213-227

Abstract

Mixed Geographically Weighted Regression (MGWR) is a method for analyzing spatial data in regression that produces local and global parameters. Parameter estimation using WLS with a fixed tricube weighting function. The object of research in this study is poor population (X1), female household heads (X2), the education (X3), individuals with disabilities (X4), individuals having chronic disease (X5), individuals works (X6), uninhabitable houses (X7), and low welfare status (Y). This reseach applied to the low welfare status (Y) of each district/town in Central Java in 2019, and produced local variables are X1, X3, X5 and global variables are X2, X4, X6, and X7. However, only X1, X4, and X7 have a significant effect on Y in each district/town in Central Java, and X3 has a significant effect on only a few districts/cities, the other, X2, X5, and X6 have no significant effect on the model. The predictor variable has an effect of 98.92% on the model while the remaining 1.18% affected by other factors. The MGWR method divides 2 groups based on significant variables, (a) The first, a district/town whose low welfare status affected by X1, X3, X4, X7 covering Cilacap, Purbalingga, Kendal, Batang, Brebes, Pekalongan Town, and Tegal Town, (b) The second, districts/town whose low welfare status affected by X1, X4, X7 covering Banjarnegara, Purworejo, Temanggung, Kudus, Wonosobo, Pekalongan, Pemalang, Jepara, Wonogiri, Boyolali, Tegal, Magelang, Sukoharjo, Banyumas, Grobogan,  Klaten, Karanganyar,  Kebumen, Blora,  Semarang Town, Pati, Sragen, Demak, Magelang Town, Salatiga Town, Surakarta Town, Semarang, and Rembang.
MODELING OF BOND YIELD CURVE USING CUBIC BEZIER CURVE Emy Siswanah
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 16 No 4 (2022): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (684.49 KB) | DOI: 10.30598/barekengvol16iss4pp1505-1514

Abstract

Investors attracted to Bond have to analyze the Bond yield curve. In this study, the bond yield curve is modeled using a cubic bezier curve. The cubic bezier curve is flexible, precise, and simple to use and evaluate. The bonds used in this study are Surat Berharga Negara (Government Paper) Fix Rate type dated August, 2nd–6th 2021. Bond data is obtained from the Indonesia Stock Exchange https://www.idx.co.id. The results show that the bond yield curve that is formed varies because bond yields change every time following market developments. The cubic bezier curve is able to model the bond yield curve well. Cubic bezier curves have 4 control values ​​that help guide the curve well. The MSE value obtained by the bezier curve is small in general. The MSE values of the cubic bezier curve for the Bond yield data, sequentially from the least to the greatest, are 0,098 on August 4th, 2021; 0,1719 on August 5th, 2021; 0,2161 on August 3rd, 2021; 0,2498 on August 6th, 2021; and 0,2906 on August 2nd, 2021.
Penentuan Premi Tahunan Dan Cadangan Manfaat Asuransi Jiwa Dwiguna Murni pada Status Last Survivor dengan Tiga Orang Tertanggung Fika Riza Syifamillah; Emy Siswanah; Seftina Diyah Miasary
UJMC (Unisda Journal of Mathematics and Computer Science) Vol 8 No 2 (2022): Unisda Journal of Mathematics and Computer science
Publisher : Mathematics Department, Faculty of Mathematics and Sciences Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52166/ujmc.v8i2.3693

Abstract

Last-survivor life insurance is life insurance with more than one life (multiple life) in which premium payments end when the policyholder dies for the last time. Last-survivor status can be applied to various types of insurance, including pure endowment life insurance. Pure endowment life insurance is insurance that provides a death benefit if the insured is still alive within the agreed timeframe. Furthermore, two costs that insurance companies must consider are the amount of premiums and benefit reserves. The premium is the amount of money paid by the insurer to the insurer for their participation in the insurance, while the benefit reserve is the amount of funds that the insurance company needs to prepare to pay losses to the participant during the coverage period. The purpose of this study is to calculate the annual premiums and reserves for pure endowment life insurance benefits based on last survivor status for three insured people. Based on the results of calculating the benefit reserve using the prospective method, the older the insurance member, the lower (smaller) the chance of survival. That is, the greater the likelihood that the three members will die before the insurance contract expires, the less likely the insurance company will pay the sum insured. This causes the premium to be paid to be smaller. The value of the benefit reserve from the initial year of insurance to the end of the insurance contract period, which is the 25th year, is getting smaller every year.
Binomial Method in Bermudan Option Emy Siswanah; Ahmad Mutawaslih Idrus; Muhammad Malik Hakim
Journal of Multidisciplinary Applied Natural Science Vol. 3 No. 2 (2023): Journal of Multidisciplinary Applied Natural Science
Publisher : Pandawa Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47352/jmans.2774-3047.178

Abstract

The Bermudan option allows the contract holders to make and buy a hybrid contract between American and European options. Bermudan option contract can be executed at certain times until the due of the contract. The purpose of this research is to determine the price of the Bermudan option using the binomial method, and then to compare the binomial method result of n steps with the market option price. In determining stock prices at each point, there will be two branches of the binomial method: up and down branches. These branches represent the movement of stock prices in the market. The result shows the price of Bermudan option is convergent at a certain value when the binomial procedure is enlarged. The comparison of the Bermudan option price using a binomial method to the market price shows that the price of Bermudan option is an approach to the market price in certain conditions. Empirically, the price of Bermudan call option is in approach to the market option price or has a minimum error when the exercise price is below the current stock price. The price of Bermudan put option empirically is in approach to the market option price or having a minimum error when the exercise price is above the current stock price.
Co-Authors Ahmad Aunur Rohman Ahmad Aunur Rohman Ahmad Mutawaslih Idrus Dwi Noviyanti Dyan Falasifa Tsani Dyan Falasifa Tsani Eva Khoirun Nisa Fika Riza Syifamillah Linda Nur Chabibah Lulu Choirun Nisa M. Ismail Minhayati Saleh Muhammad Malik Hakim Multiningsih Multiningsih Seftina Diyah Miasary Sulis Azizahroh Mahmudah Syifa'ul Furqon Tauki Rohman Muzaki Tri Yuliyanti Ulliya Fitriani Via Maulida