MANAJEMEN RISIKO KUANTITATIF

TUGAS 2

Yogyakarta, 5 September 2021

Kelompok 6

Ardifya Nandhia Kirana ( 19/442588/PA/19337 )

Cicilia Debie Simangunsong ( 19/442590/PA/19339 )

Danny Theodore Dunrui ( 19/442591/PA/19340 )

Dinda Awanda Ramadhani (19/440077/PA/19066 )

Nurhalim Subha Permata ( 19/442603/PA/19352 )

DEPARTEMEN MATEMATIKA

FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM

UNIVERSITAS GADJAH MADA

2021
A. GAP ANALYSIS

B. DURATION ANALYSIS
C. SCENARIO ANALYSIS
D. PORTFOLIO THEORY
E. DERIVATIVE RISK MEASURE
F. RETURN SAHAM
Perhitungan jenis return dari beberapa saham (BBRI, BBCA, ICBP, WICO, dan ASII).
Link perhitungan di spreadsheet
(https://docs.google.com/spreadsheets/d/1QwWOiPROwD09MESRZ09chgmW3iKPsr6C
JUVna-hTX4s/edit?usp=sharing)