Judul: Penapisan Bakteri Probiotik asal Terumbu Karang untuk Pengendalian Vibriosis pada Larva Udang Windu (Penaeus monodon)
Abstrak: Vibrio patogen, khususnya Vibrio harveyi berpendar, dapat menyebabkan kematian massal pada budidaya udang windu. Salah satu alternatif untuk menghambat Vibrio harveyi berpendar adalah dengan menggunakan bakteri probiotik yang dapat menekan pertumbuhan Vibrio tersebut. Penelitian ini bertujuan untuk mendapatkan isolat bakteri dari terumbu karang yang potensial menghambat pertumbuhan V. harveyi. Total 110 isolat diisolasi dari Acropora sp, Merulina sp., Hystrix sp., Poecillophora sp., Porites sp. dan Haliophora sp., dan dilakukan penapisan untuk melihat aktivitas kemampuannya melawan V. harveyi MR 5339 RfR dalam uji in vitro dan uji in vivo. Dua isolat (13G1, 13B) diisolasi dari Poecillophora sp. dan dua isolat lainnya (8A, 1C) diisolasi dari Acropora sp., memiliki aktivitas probiotik melawan V. harveyi MR 5339 RfR pada uji in vitro dan in vivo. Isolat 13G1 merupakan isolat yang paling efektif menghambat pertumbuhan V. harveyi MR 5339 RfR dan secara signifikan mengurangi kematian larva pada uji in vivo. Sekuensing sebagian gen 16S-rRNA isolat 13G1 menunjukkan bahwa 13G1 memiliki kemiripan dengan V. alginolyticus.
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Judul: Seleksi bakteri probiotik untuk biokontrol vibriosis larva udang windu Penaeus monodon menggunakan cara kultur bersama
Abstrak: Bakteri Vibrio harveyi merupakn agen utama vibriosis pada larva udang windu. Menggunakan antibiotik untuk mengatasi masalah tersebut telah menyebabkan bakteri V. harveyi resistem terhadap antibiotik. Probiotik merupakan salah satu alternatif untuk mengendalikan vibriosis pada larva udang windu.
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Judul: Pemodelan Nilai Opsi Tipe Eropa
Abstrak: Option is the right to sell or buy a specified quantity of some underlying asset by paying a specified exercise price, on or before an expiration date. There are two basic types of options, calls and puts. A call option is the right to buy and a put option is the right to sell the underlying asset. There are two types of options according to its execution time, i.e. American and European options. American options can be exercised at any time the holder wishes until the expiration date, while European options can only be exercised on the expiration date. Modelling of option price usually is done analytically by determining solution of differential equation that is satisfied by the price of derivative asset, known as Black-Scholes equation. Because option price is a reflection of present value of expectation of difference between the exercise price and the stock price at expiration date, so it is necessary to study the option price through the concept of present value, as an alternative way to model the option price. The result of this study shows that modelling of option price using differential equation method and present value approach give the same option price. Furthermore the results of ilustration give informations about the relation of the option price with its parameters as follow: First, increase in the current stock price causes the call option price also to increase, while the put option price, on the contrary, will decrease. Second, increase in the exercise price causes the call option price to decrease, while the put option price will increase. Third, the longer the expiration time the call option price will be higher, while the put option price doesn’t have the same tendency, but it depends on other parameters. Fourth, increase in the interest rate causes the call option price to increase, while the put option price will decrease. Finally, increase in the volatility causes the price of both call option and put option will increase.
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