Judul: Perbandingan Metode Monte Carlo dan Kuasi Monte Carlo dalam Penentuan Harga Opsi Eropa
Abstrak: Opsi adalah suatu kontrak antara dua pihak di mana pemegang opsi mempunyai hak untuk membeli atau menjual suatu aset tertentu dengan harga yang telah ditentukan, pada atau sebelum waktu jatuh tempo. Opsi sebagai produk derivatif dapat mengurangi dampak risiko dalam berinvestasi dengan melakukan hedging (lindung nilai). Opsi Eropa merupakan opsi yang hanya dapat dieksekusi pada saat jatuh tempo. Karya ilmiah ini membahas penentuan harga opsi Eropa dengan menggunakan metode Monte Carlo dan Kuasi Monte Carlo dan hasilnya dibandingkan dengan harga opsi standar yang telah dihitung dengan menggunakan model Black Scholes. Berdasarkan hasil penghitungan, metode Kuasi Monte Carlo lebih cepat konvergen dengan galat relatif yang lebih kecil dibandingkan dengan metode Monte Carlo dalam penentuan harga opsi Eropa. Dengan demikian, dapat disimpulkan bahwa metode Kuasi Monte Carlo merupakan metode yang lebih baik dibandingkan metode Monte Carlo dalam penentuan harga opsi Eropa.
Keyword: opsi Eropa, Black Scholes, Monte Carlo, Kuasi Monte Carlo

Judul: Perbandingan Metode Monte Carlo Standar dan Monte Carlo dengan Reduksi Variansi dalam Menentukan Harga Opsi Eropa
Abstrak: Metode simulasi Monte Carlo adalah metode yang memanfaatkan hukum bilangan besar dalam perhitungannya, di mana semakin banyak jumlah iterasi yang dilakukan maka semakin baik pendekatan nilai eksaknya. Metode simulasi Monte Carlo diketahui memiliki tingkat akurasi yang rendah, oleh karena itu diperlukan teknik reduksi variansi untuk meningkatkan akurasi. Pada penelitian ini dilakukan perbandingan antara metode Monte Carlo standar dan Monte Carlo dengan reduksi variansi dalam penentuan harga opsi Eropa. Teknik reduksi variansi yang digunakan adalah peubah acak antitesis dan peubah kontrol optimal. metode Monte Carlo dengan teknik peubah acak antitesis dan peubah kontrol optimal menghasilkan variansi yang lebih kecil dibanding metode Monte Carlo standar. Dari ketiga metode yang dibaningkan, metode Monte Carlo dengan teknik peubah antitesis adalah metode yang paling efisien, karena menghasilkan variansi yang paling kecil pada setiap iterasi., The Monte Carlo simulation method is a method that utilizes the law of large numbers in its calculations, where the more the number of iterations, the better the approach to the exact value. The Monte Carlo simulation method is known to have a low level of accuracy, therefore a variance reduction technique is needed to improve its accuracy. In this study, a comparison is made between the standard Monte Carlo method and the Monte Carlo method with variance reduction method in determining European option prices. The variance reduction techniques used are the antithetic and control variates. The Monte Carlo method with the antithetic and control variates produce variances that are smaller than the standard Monte Carlo method. From the three methods that being compared, the Monte Carlo method with the antithetic variates technique is the most efficient method, because it produces the smallest variance in each iteration.
Keyword: antithetic variates, control variates, European options, Monte Carlo simulation, variance reduction

Judul: Analysis of genomic dna fragment involved in acid- aluminium tolerance in bradyrhizobium japonicum
Abstrak: Bradyrhizobium japonicum is one of Rhizobia species which generally form root nodule on soybean plant (Glycine max). In association with leguminous plant, root nodule bacteria (RNB) fix atmospheric nitrogen (N2) into NH3 which can be used for plant growth. Soil acidity is a significant problem affecting agricultural production in many areas of the world. Lowering pH of the soil can affect soil organisms including the microflora. Among the biological system affected by the decrease in soil pH are those between RNB and leguminous plants. It could affect the association result between them in fixing nitrogen. In the previous work, screening indigenous B. japonicum strains which tolerant to acid-aluminium has been reported. The potential strains were strains BJ11, BJ38, and KDR15. These tolerant strains could become a source of genetic material exploration which involved in acid-Al tolerance in B. japonicum. Transposon delivery was carried out through conjugation between Escherichia coli S17-1 (λ pir) carrying pUTmini-Tn5Km1 and acid-Al tolerant B. japonicum at 1:1 ratio. Frequency of transconjugation was in the range of 10-8–10-6 cells per recipients. A mutant AAS11.2 did not able to grow on the Ayanaba medium (pH 4.5) supplemented with 50 μM aluminium. AAS11.2 was able to form root nodule on siratro plant indicating that the gene involved in acid-Al tolerance was not related with nodulation. A 0.8 kb of the genomic DNA fragment flanking transposon involved in acid-Al tolerance was successfully isolated by inverse polymerase chain reaction (inverse PCR) from AAS11.2 genome. This fragment was subsequently cloned into pGEM-T Easy (∼3 kb) to yield a recombinant plasmid, designated as pGEMT-11 (∼3.8 kb), and sequenced. DNA sequenced analysis revealed that the genomic DNA fragment sequence had high homology with yhfK gene encoding putative inner membrane protein from Salmonella typhimurium (79% identity and 84% similarity, E-value= 1.0xe-100) which function as efflux transporter.
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