Ramdhan Fazrianto Suwarman
Department Of Mathematics, Faculty Of Mathematics And Natural Science, Universitas Negeri Malang, Indonesia

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Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility Ramdhan Fazrianto Suwarman
Matematika Vol 18, No 2 (2019): Jurnal Matematika
Publisher : Universitas Islam Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jmtm.v18i2.5138

Abstract

Abstract. Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics. Real options are techniques for supporting capital budgeting decisions that adapt techniques developed for financial securities options. The purpose of using this real option is to capture the options contained in projects that cannot be captured by the discounted cash flow model which operates as a basic framework for almost all financial analyzes. The process of valuing real options will be complemented by the stochastic interest rate and stochastic volatility to better capture the flexibility and volatility of the existing economic and financial situation. The valuation will use a Monte Carlo simulation with the MATLAB programming language on crude oil data from the North Sea oil field. Data were obtained from the thesis of Charlie Grafström and Leo Lundquist with the title "Real Option Valuation vs. DCF Evaluation – An Application to a North Sea oilfield".Keyword: real options, stochastic interest rate model, stochastic volatility model, simulation
Student Procedural Fluency in Numerical Method Subjects Sarah Inayah; Ari Septian; Ramdhan Fazrianto Suwarman
Desimal: Jurnal Matematika Vol 3, No 1 (2020): Desimal: Jurnal Matematika
Publisher : Universitas Islam Negeri Raden Intan Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (274.606 KB) | DOI: 10.24042/djm.v3i1.5316

Abstract

This study aims to explain the procedural fluency of students in numerical methods courses. Procedural fluency refers to knowledge of procedures, about when and how to use them appropriately, and the skills to carry out procedures flexibly, accurately, and efficiently. The method in this study uses a descriptive method with a qualitative approach and data analysis techniques for the Miles and Huberman models. In this study also performed triangulation of techniques by conducting interviews to strengthen the test result data. From the data analysis, it can be concluded that regarding the smoothness in students' procedural procedures in solving problems related to numerical methods courses, students are able to solve problems with more than one method. However, some students have not been able to streamline steps and make accurate calculations. In addition, mastery in operating a scientific calculator needs to be improved so that students can be more efficient and get more accurate answers.
Penerapan Analisis Komponen Utama dalam Penentuan Faktor Dominan yang Mempengaruhi Self-efficacy Guru Matematika dalam Menghadapi Dinamika Pembelajaran di Masa Pandemi Covid 19 Sarah Inayah; Dadan Dasari; Ramdhan Fazrianto Suwarman; Rani Sugiarni
PRISMA Vol 11, No 1 (2022): PRISMA Volume 11, No 1 Tahun 2022
Publisher : Universitas Suryakancana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35194/jp.v11i1.2054

Abstract

Analisis Komponen Utama (AKU) adalah salah satu metode yang dapat digunakan untuk mereduksi ukuran variabel dari yang berukuran besar dan saling berkorelasi menjadi ukuran yang lebih kecil dan tidak saling berkorelasi. Pendekatan penelitian yang digunakan adalah penelitian kuantitatif, yang melibatkan 93 responden. Pada penelitian ini dilakukan analisis komponen utama pada self efficacy guru matematika di Kabupaten Cianjur dalam menghadapi dinamika pembelajaran di masa pandemi covid-19. Berdasarkan analisis yang dilakukan, dapat disimpulkan bahwa terdapat 3 faktor utama yang mempengaruhi Self efficacy Guru diantaranya faktor construct self efficacy dengan nilai eigen paling tinggi yaitu 4,378 dan varians sebesar 43,784%, faktor jam terbang dengan varians 19,067% dan faktor tingkat Pendidikan dengan varians 10,397%. Total varians yang dapat dijelaskan dari ketiga faktor tersebut sebesar 73,249%.
PELABELAN GRACEFUL PADA GRAF LINTASAN Pn Ramdhan Fazrianto Suwarman; Nur Inayah; Yanne Irene
Jurnal Kajian Matematika dan Aplikasinya (JKMA) Vol 3, No 2 (2022): July
Publisher : UNIVERSITAS NEGERI MALANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.17977/um055v3i22022p21-25

Abstract

A simple graph G=(V, E) with n vertices and m edges is called graceful, if that graph G can be labeled with a bijection f:V(G) {1, 2, .., n} and g:E(G) {1, 2, .., m}, with condition label on any edge equals the difference between the labels of the two endpoints. This study examined graceful labeling on path graph Pn for n>=3.
RESERVES FOR SHARIA LIFE INSURANCE CONTRIBUTIONS USING THE GROSS PREMIUM VALUATION (GPV) METHOD BASED ON VASICEK MODEL Wahri Irawan; Ramdhan Fazrianto Suwarman; Muhamad Fadli Azim; Budi Sudrajat; Nurmaita Hamsyiah
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss2pp0635-0640

Abstract

Determining reserve for life insurance contributions has factors that influence it, such as contributions developed by participants and operational costs. Based on the financial services authority Number 71 of 2016, related to the company's financial health, one of which is that sharia insurance companies can make reserve for contributions. In this study, we discuss the calculation of the contribution of the initial value of return on investment which is sensitive and different calculations for the technical calculation of the contribution of sharia life insurance using the gross premium assessment method (GPV) by applying the Monte-Carlo simulation and using the vasicek model in calculating the discount factor so that with this method can recommend several possible contributions and contributions reserve from sharia life insurance products.