Judul: Penentuan Harga Opsi Put Amerika dengan Simulasi Monte Carlo
Abstrak: An American option is an option that can be exercised at the strike price anytime before or on the date of expiration. In this thesis, Monte Carlo simulation for valuation of American option is presented. Monte Carlo simulation is one of the numerical methods used to determine the price of American options. The simulation provides several examples of initial stock price , rate of interest , exercise time , volatility , and strike price K. The simulation study shows the cost of the option c decreases when S increases, c decreases when r increases, c increases when T increases, c increases when  increases, and c increases when K increases.
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Judul: Asian Option Pricing for PT Telkom stock using Monte Carlo Simulation with Variance Reduction Techniques
Abstrak: Opsi Asia adalah opsi yang nilai payoff-nya bergantung pada rata-rata harga underlying asset selama masa hidup opsi. Harga opsi Asia sulit ditentukan secara analitik, sehingga perlu dilakukan penaksiran nilai dengan menggunakan simulasi numerik. Metode Monte Carlo adalah salah satu simulasi numerik yang dapat digunakan untuk menentukan harga opsi. Metode simulasi Monte Carlo standar memerlukan jumlah partisi waktu dan pembangkitan data yang cukup besar untuk menghasilkan nilai pendekatan yang cukup akurat dalam menentukan harga opsi. Akibatnya diperlukan jumlah iterasi yang banyak. Untuk mengurangi jumlah iterasi dan meningkatkan efisiensi, digunakan teknik reduksi varian yang dapat meningkatkan akurasi penduga dengan penurunan standar deviasi sampel. Metode Monte Carlo dengan teknik reduksi antithetic variates menghasilkan varian yang lebih kecil dibandingkan dengan simulasi Monte Carlo standar., Asian options are options whose payoff value depends on the average price of the underlying asset over the life of the option. Asian option prices are difficult to determine analytically, so estimating the value using numerical simulations is necessary. The Monte Carlo method is a numerical simulation that can determine option prices. The standard Monte Carlo simulation method requires a large enough number of time partitions and data generation to produce a reasonably accurate approximate value in determining option prices. As a result, a large number of iterations are required. To reduce the number of iterations and increase efficiency, a variance reduction technique is used, which can increase the accuracy of the estimator by decreasing the sample standard deviation. The Monte Carlo method with the antithetic variates reduction technique produces smaller variances compared to standard Monte Carlo simulations.
Keyword: antithetic variates, Asian option, Monte Carlo, variance reduction

Judul: Bakteri Enteropatogen pada Penderita Diare dan Kondisi Higiene Sanitasi Lingkungan Inang di Kecamatan Cigudeg Kabupaten Bogor
Abstrak: Diarrhea is still be one of the top ten disease that occur in Indonesia. Some bacterial enteropathogens are diarrhea-causing bacteria, such as Salmonella sp., Shigella sp., and Vibrio cholerae. The spread of diarrheal diseases caused by poor personal hygiene and environmental sanitation. This study aims to assess the presence of bacterial enteropathogens, personal hygiene, and environmental sanitation of diarrheal patients in Cigudeg District of Bogor Regency West Java. Stool samples from 50 diarrheal patients have been identified the presence of its bacterial enteropathogen. Personal hygiene observations conducted on 50 diarrheal patients and its settlements environmental-sanitation. The results of the stool’s identification of diarrheal patients showed 2 isolates of Salmonella sp., and 2 isolates of Shigella sp., but there were no V. cholerae. Analysis of personal hygiene showed as much as 60.1% of respondents did not wash their hands with soap before eating. Hygiene’s data of food and beverage sanitation behavior suggested that as many as 85.1% of respondents eat their food about 1-12 hours after it been cooked. Observations showed the state of environmental sanitation related sanitary sewer waste water was not good.
Keyword: Shigella sp., V. cholerae, sanitation, Salmonella sp., Diarrhea