{"id":894,"date":"2014-02-16T11:05:17","date_gmt":"2014-02-16T04:05:17","guid":{"rendered":"http:\/\/matematika.uin-malang.ac.id\/?p=894"},"modified":"2014-02-16T11:05:17","modified_gmt":"2014-02-16T04:05:17","slug":"matakuliah-pilihan-bidang-terapan-keuanganaktuaria","status":"publish","type":"post","link":"https:\/\/matematika.uin-malang.ac.id\/zh\/matakuliah-pilihan-bidang-terapan-keuanganaktuaria\/","title":{"rendered":"Matakuliah Terapan Keuangan\/Aktuaria"},"content":{"rendered":"<p style=\"text-align: justify;\"><strong>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Matematika Ekonomi<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : <\/strong>&#8211;<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Tujuan\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Mahasiswa mampu memahami dan terampil dalam menggunakan metode-metode numerik sebagai solusi aproksimasi untuk mencari akar-akar Persamaan, Sistem Persamaan Linier, Sistem Persamaan Nonlinier, Integral, Persamaan Diferensial Biasa, dan Persamaan Diferensial Parsial.<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Referensi\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Yusuf Yahya, 2004. <em>Matematika Dasar Untuk Perguruan Tinggi<\/em>, Jakarta: Ghalia Indonesia.<\/p>\n<p style=\"text-align: justify;\">Edward T. Bowling, 1980. <em>Matematika Untuk Ekonomi,<\/em> Jakarta: Erlangga.<\/p>\n<p style=\"text-align: justify;\">Dumairy, 1999. <em>Matematika Yerapan Untuk Bisnis dan Ekonomi<\/em>, Edisi Kedua, Yogyakarta: BPFE.<\/p>\n<p style=\"text-align: justify;\">K.A. Stroud, 1996. <em>Matematika Untuk Teknik, <\/em>Jakarta<em>: <\/em>Erlangga.<\/p>\n<p style=\"text-align: justify;\">Edwin J. Purcell, 1993. <em>Kalkulus dan Geometri Analitis<\/em>, Jilid 1, Jakarta: Erlangga.<\/p>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Stokastik (P)<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : &#8211;<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<h1 style=\"text-align: justify;\">Tujuan<\/h1>\n<h1 style=\"text-align: justify;\">Mahasiswa mampu memahami dan terampil dalam menggunakan konsep-konsep Discrete-Time Stochastic Processes, Continuous-Time Stochastic Processes, Markov Chains, dan Simulasi Montecarlo.<\/h1>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Referensi\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\"><em>Stochastic Process with Applications to Finance<\/em>,Masaaki Kijima, Chapman &amp; Hall\/CRC, 2003. <em>Stochastic Calculus and Finance<\/em>, Prasad halasani, Steven Shereve, 1997 <em>Proses stokastik: Catatan Kuliah<\/em>, Abdul Aziz, M.Si, 2004<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Matematika Asuransi (P)<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : &#8211;<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Tujuan\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Mahasiswa mampu memahami dan terampil dalam menggunakan konsep-konsep perhitungan bunga, anuitas, table mortalitas, asuransi jiwa,\u00a0\u00a0 premi asuransi dan cadangan asuransi.<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Referensi\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\"><em>Matematika Asuransi Jiwa Bagian I<\/em>, Takashi Futami, Life Insurance Culture Development Center, 1993.<\/p>\n<p style=\"text-align: justify;\"><em>Actuarial Mathematics<\/em>, Newton L. Bowers, The Society of Actuaries, 1997.<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Matematika Keuangan (P)<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : <\/strong>&#8211;<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Tujuan\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Mahasiswa mampu memahami dan terampil dalam menggunakan konsep-konsep pemasaran opsi (option), perhitungan harga opsi, Binomial option pricing, dan Black-Scholes Formula<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Referensi\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\"><em>An Introduction to Mathematical Finance<\/em>, Sheldon M. Ross, Cambridge University Press, 1999.<\/p>\n<p style=\"text-align: justify;\"><em>An Introduction to Financiao Option Valuation<\/em>, Desmond J. Higham.<\/p>\n<p style=\"text-align: justify;\"><em>Mathematical Economics and Finance<\/em>, Michael Horrison, 1998.<\/p>\n<p style=\"text-align: justify;\"><em>The Mathematics of Financial Derivatives<\/em>, Yue-Kuen Kwok, Springer Verlag, 1996<\/p>\n<p style=\"text-align: justify;\"><em>Financial Options: From Theory to Practice<\/em>, Stephen Figlewski, Stern School of Business, 1990.<\/p>\n<p style=\"text-align: justify;\"><em>Options, Futures &amp; Other Derivatives<\/em>, John C. Hull, Prentice Hall, 2003.<\/p>\n<p style=\"text-align: justify;\"><strong><em>\u00a0<\/em><\/strong><\/p>\n<p style=\"text-align: justify;\"><strong><em>\u00a0<\/em><\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Komputasi Keuangan (P)<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : &#8211;<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Tujuan\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Mahasiswa mampu memahami dan terampil dalam menggunakan konsep-konsep komputasi perhitungan option pricing dengan metode binomial, kombinatorial, finite-difference, dan simulasi Montecarlo.<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Referensi<\/strong><\/p>\n<p style=\"text-align: justify;\"><em>Tools of Computational Finance<\/em>, Rudger Seydel, Springer Verlag, 2002.<\/p>\n<p style=\"text-align: justify;\"><strong><em>\u00a0<\/em><\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Ekonometri (P)<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : <\/strong>&#8211;<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Tujuan\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Mahasiswa mampu memahami dan terampil dalam menggunakan konsep-konsep Statistical Inference, Linear Statistical Model, Normal General Linear Statistical Model, dan Generalizations of Linear Statistical Model<\/p>\n<p style=\"text-align: justify;\"><strong>\u00a0<\/strong><\/p>\n<p style=\"text-align: justify;\"><strong>Referensi\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p style=\"text-align: justify;\">Gujarati, D., <em>Basic Econometrics<\/em>, McGraw-Hill, Inc., 1978<\/p>\n<p style=\"text-align: justify;\">Greene, William.H, <em>Econometrics Analysis<\/em>, Macmillan, Inc., 1995<\/p>\n<p style=\"text-align: justify;\">Judge, G.G., et.al<em>., The Theory and Practice of Econometrics<\/em>, John Wiley &amp; Sons, Inc., 1985: 11-31.<\/p>\n<p style=\"text-align: justify;\">Judge, G.G., et.al., <em>Introduction to Theory and Practice of Econometrics<\/em>, John Wiley &amp; Sons, Inc., 1988: 159-255.<\/p>\n<p style=\"text-align: justify;\">Wonnacot, J.R. &amp; Thomas Wonnacott, <em>Econometrics<\/em>, John Wiley and Sons, Inc., 1979.<\/p>","protected":false},"excerpt":{"rendered":"<p>Mata Kuliah\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : Matematika Ekonomi Prasyarat\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 : &#8211; \u00a0 Tujuan\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Mahasiswa mampu memahami dan terampil dalam menggunakan metode-metode numerik sebagai solusi aproksimasi untuk mencari akar-akar Persamaan, Sistem Persamaan Linier, Sistem Persamaan Nonlinier, Integral, Persamaan Diferensial Biasa, dan Persamaan Diferensial Parsial. \u00a0 Referensi\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Yusuf Yahya, 2004. Matematika Dasar Untuk Perguruan Tinggi, Jakarta: Ghalia Indonesia. Edward T. [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[18,25],"tags":[],"class_list":["post-894","post","type-post","status-publish","format-standard","hentry","category-akademik","category-kurikulum"],"_links":{"self":[{"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/posts\/894","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/comments?post=894"}],"version-history":[{"count":0,"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/posts\/894\/revisions"}],"wp:attachment":[{"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/media?parent=894"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/categories?post=894"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/matematika.uin-malang.ac.id\/zh\/wp-json\/wp\/v2\/tags?post=894"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}