Judul: Pengaruh Unsur Hara (N Dan P) Terhadap Biomassa Dan Struktur Komunitas Perifiton Studi Kasus Sungai Ciliwung
Abstrak: Research on the effect of nutrient to the structure of periphyton communities in Ciliwung river has been conducted from December 2010 to May 2011 at four stations; Gn. Mas, Kp. Pensiunan, Kp. Jogjogan, and Cibinong which reflected the of input of anthropogenic pollutant. This study aims to determine the relationship between nutrients (N and P) concentration and the structure changes of periphyton community in order to determine the ecological condition of Ciliwung River. The results of this study are expected to be useful to make a policy in the management of ecological disturbance of Ciliwung River based on pollutants loads and environmental changes due antropogenic activity. Water quality Ciliwung River was evaluated from the condition of habitats, pollution levels and the conditions of periphyton integrity to observed the actual condition of the aquatic environment. The results showed optimal habitat conditions was observed in Gn. Mas while other stations condition were marginal (Kp. Pensiunan, Kp. Jogjogan and Cibinong). Based on pollution level category, Gn. Mas and Kp. Pensiunan was unpolluted, while Kp. Jogjogan and Cibinong was slightly polluted and moderately polluted respectively. The results obtained 83 species of periphyton consisted of Bacillariophyceae (44 species), Chlorophyceae (20 species), Cyanophyceae (14 species), Rhodophyceae (1 species), Xantophyceae (2 species) and Dinophyceae (2 species). Based on the abundance of periphyton, PIBI score obtained was almost the same Gn. Mas (95,97), Kp. Pensiunan (84,65), Kp. Jogjogan (93,57) and Cibinong (83,83). CCA ordination of the results obtained a clear grouping among the research station. While the results from a combination of habitat conditions, the level of pollution and its PIBI value confirm that water conditions are still good.
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Judul: Periphyton Community Structure as a Bioindicator of Water Pollution in the Cibareno River, Sukabumi, West Java
Abstrak: Aktivitas antropogenik di sekitar Sungai Cibareno menyebabkan bertambahnya buangan limbah organik dan anorganik yang tersebar di sepanjang aliran sungai, sehingga kualitas perairan mengalami penurunan. Pemantauan kualitas air dapat dilakukan menggunakan indikator biologi seperti perifiton. Penelitian ini bertujuan untuk menganalisis kondisi perairan Sungai Cibareno berdasarkan struktur komunitas perifiton. Metode penentuan lokasi pengamatan yang digunakan adalah purposive sampling. Pengambilan contoh air dan perifiton dilakukan di enam stasiun dan setiap stasiun dilakukan tiga kali pengulangan. Identifikasi dan klasifikasi perifiton dilakukan berdasarkan genus. Parameter kualitas air yang dianalisis meliputi parameter fisika kimia. Analisis penentuan kualitas perairan menggunakan indeks saprobik. Hasil analisis menunjukkan struktur komunitas perifiton di perairan tersebut terdiri dari empat kelas. Jumlah jenis dan kelimpahan perifiton didominasi oleh Bacillariophyceae dari genus Navicula dan Nitzschia. Keanekaragaman perifiton di Sungai Cibareno tergolong sedang dan komunitas stabil. Model persamaan regresi linier yang didapatkan menunjukkan terdapat hubungan positif antara parameter kecerahan dan Dissolved Inorganic Nitrogen (DIN) terhadap kelimpahan total perifiton. Nilai saprobik berkisar 0,63­1,10 (β Meso/oligosaprobik) yang menunjukkan bahwa sungai telah tercemar ringan oleh bahan organik dan anorganik., Anthropogenic activities around the Cibareno River cause an increase in the discharge of organic and inorganic waste scattered along the river flow, so that the quality of the waters has decreased. Water quality monitoring can be carried out using biological indicators such as perifiton. This study aims to analyze the condition of the waters of the Cibareno River based on the structure of the perifiton community. The method of determining the observation location used is purposive sampling. Water and perifiton sampling was carried out at six stations and each station was carried out three repetitions. Identification and classification of periphytons is carried out by genus. The analyzed water quality parameters include chemical physics parameters. Analysis of water quality determination using saprobic index. The results of the analysis showed that the structure of periphyton communities in these waters consisted of four classes. The number of species and abundance of periphytons is dominated by Bacillariophyceae of the genera Navicula and Nitzschia. The periphyton diversity in the Cibareno River is moderate and the community is stable. The linear regression equation model obtained shows a positive relationship between the brightness parameter and Dissolved Inorganic Nitrogen (DIN) to the total abundance of perifiton. The saprobic value ranges from 0.631.10 (β Meso/oligosaprobic) which indicates that the river has been lightly polluted by organic and anorganic matter.
Keyword: saprobiotic index, biological indicator, periphyton, Cibareno River

Judul: Pricing of Lookback Options with Floating Strike Price Using The Monte Carlo Method
Abstrak: Opsi lookback adalah opsi yang payoff-nya bergantung pada harga saham terbesar atau harga saham terkecil yang dicapai selama masa berlaku opsi. Opsi lookback dikatakan dengan floating strike price jika nilai dari strike price sebesar harga saham pada saat jatuh tempo. Nilai hampiran opsi lookback ditentukan dengan metode Monte Carlo, sedangkan nilai eksak didapat dari nilai simulasi terbesar yang mampu dihitung oleh komputer. Berdasarkan hasil penghitungan, nilai galat relatif yang dihasilkan semakin kecil dengan semakin bertambah banyaknya simulasi yang dilakukan, sehingga metode Monte Carlo untuk menghitung harga opsi lookback dengan floating strike price konvergen ke nilai eksaknya., Lookback option is an option whose payoff depends on the maximum or minimum of the asset price reached during the option period. The lookback option is said to be a floating strike price if the value of the strike price is equal to the stock price at maturity. The value of the lookback option is determined by the Monte Carlo method, while the exact value is obtained from the largest simulation value that the computer can compute. Based on the calculation results, the resulting relative error value get smaller with the increasing number of simulations performed. Therefore, the Monte Carlo method to calculate the price of the lookback option with the floating strike price converges to the exact value.
Keyword: lookback option, floating strike price, Monte Carlo method, convergent