Publications by Devani Retno Syalesha Kuwera
Document
KAEF.JK library(readxl) KAEF.JK=read_excel("C:/Users/ASUS/Downloads/Manrisk.xlsx", sheet="KAEF.JK") ## New names: ## • `` -> `...12` ## • `` -> `...13` ## • `` -> `...14` ## • `` -> `...15` ## • `` -> `...16` KAEF.JK$PL=as.double(KAEF.JK$PL) ## Warning: NAs introduced by coercion KAEF.JK=KAEF.JK[-1,c(1,10)] head(KAEF.JK) ## # A ti...
1253 sym R (20707 sym/300 pcs)
UTS BAGIAN II TEORI INVESTASI
PROBLEM 1 A. EXPECTED RETURN WITH HEDGING Data : A0 = 100 E_s = 1/15714.18 E_f = 1/15578 j = 0.05 Deposit amount at the beginning : in USD A0.USD.Hedging=function(A0,E_s){ A0.USD.Hedging=A0*E_s return(A0.USD.Hedging) } A0.USD.Hedging(A0,E_s) ## [1] 0.006363679 Deposit amount after 91 days : in USD A1.USD.Hedging=function(A0.USD.Hedging,j...
897 sym R (4305 sym/64 pcs)
UTS TEORI INVESTASI
BAG II NOMOR 1 A. EXPECTED RETURN WITH HEDGING Deposit amount at the beginning : in USD A0.USD.64=function(A0,E_t){ A0.USD.64=A0*E_t return(A0.USD.64) } A0.USD.64(100,1/15714.18) ## [1] 0.006363679 Deposit amount after 91 days : in USD A1.USD.64=function(A0.USD.64,j){ A1.USD.64=A0.USD.64*(1+j) return(A1.USD.64) } A1.USD.64(A0.USD.6...
672 sym R (2735 sym/37 pcs)
COBA UTS
Bagian II Nomor 1 TOPIK : Theoretical Price of Future Contract Mencari Time dari Current Date ke First Payment Date as.Date("2021-06-09")-as.Date("2020-10-05") ## Time difference of 247 days Mencari Time dari Curent Date ke Second Payment Date as.Date("2022-06-08")-as.Date("2020-10-05") ## Time difference of 611 days Mencari Time dari Current Date ...
406 sym
UTS 2022/2023 - BAGAIN II NOMOR 1 - 4
Bagian II Nomor 1 TOPIK : Theoretical Price of Future Contract Mencari Time dari Current Date ke First Payment Date as.Date("2021-06-09")-as.Date("2020-10-05") ## Time difference of 247 days Mencari Time dari Curent Date ke Second Payment Date as.Date("2022-06-08")-as.Date("2020-10-05") ## Time difference of 611 days Mencari Time dari Current Date ...
1446 sym
Week6_Devani Retno SK
TEXTBOOK : EXERCISE 6.1 1 pounds to dollar for next year ptd=function(E_t,dollarappre){ ptd=round((1/((1+dollarappre)*E_t)),digits=3) return(ptd) } ptd(1/1.4,0.05) ## [1] 1.333 Deposit amount after 1 year : in GBP A1.GBP=function(A0,j,E_t){ A1.GBP=A0*(1+j)*E_t return(A1.GBP) } A1.GBP(500,0.06,1/1.4) ## [1] 378.5714 Deposit amount af...
993 sym
Week6_Devani Retno
TEXTBOOK : EXERCISE 6.1 1 pounds to dollar for next year ptd=function(E_t,dollarappre){ ptd=round((1/((1+dollarappre)*E_t)),digits=3) return(ptd) } ptd(1/1.4,0.05) ## [1] 1.333 Deposit amount after 1 year : in GBP A1.GBP=function(A0,j,E_t){ A1.GBP=A0*(1+j)*E_t return(A1.GBP) } A1.GBP(500,0.06,1/1.4) ## [1] 378.5714 Deposit amount af...
993 sym
Week5_Devani Retno
WEEK 5 TEXTBOOK : Example 5.1 Issue=function(I_t1,I_t0,f,r,j2,n){ index=(I_t1/I_t0)/((1+f)^0.5) coupon=((r*100)/2)*(1-(1+j2/2)^(-n))/(j2/2) redemption=100*(1+j2/2)^(-n) payment=coupon+redemption Issue=index*payment return(Issue) } Issue(218.23,212,0.07,0.03,0.04,30) ## [1] 88.37071 CONTEXTUAL 1 : INDEX-LINKED BOND IN THE UK libr...
428 sym R (3006 sym/34 pcs)
Week5_Coba
WEEK 5 TEXTBOOK : Example 5.1 Issue=function(I_t1,I_t0,f,r,j2,n){ index=(I_t1/I_t0)/((1+f)^0.5) coupon=((r*100)/2)*(1-(1+j2/2)^(-n))/(j2/2) redemption=100*(1+j2/2)^(-n) payment=coupon+redemption Issue=index*payment return(Issue) } Issue(218.23,212,0.07,0.03,0.04,30) ## [1] 88.37071 CONTEXTUAL 1 : INDEX-LINKED BOND IN THE UK CONT...
309 sym R (2007 sym/22 pcs)