Penggunaan Model Binomial Pada Penentuan Harga Opsi Saham Karyawan

Abstract

Binomial Model for Valuing Employee Stock Options. Employee Stock Options (ESO) differ from standard exchange-traded options. The three main differences in a valuation model for employee stock options : Vesting Period, Exit Rate and Non-Transferability. In this thesis, the model for valuing employee stock options discussed. This model are implement with a generalized binomial model.

Keywords

• Employee Stock Options
• Vesting Period
• Exit Rate
• Binomial Model