Instrumenty Rynku

Z Skrypty dla studentów Ekonofizyki UPGOW

Instrumenty rynków finansowych

  1. rozdział
  2. rozdział
  3. rozdział

Procent złożony

Formulae are presented in greater detail at time value of money.

In the formula below, i is the effective interest rate per period. FV and PV represent the future and present value of a sum. n represents the number of periods.

These are the most basic formulae: \[ FV = PV ( 1+i )^n\, \] The above calculates the future value of FV of an investment's present value of PV accruing at a fixed interest rate of i for n periods. \[ PV = \frac {FV} {\left( 1+i \right)^n}\,\] The above calculates what present value of PV would be needed to produce a certain future value of FV if interest of i accrues for n periods. \[ i = \left( \frac {FV} {PV} \right)^\frac {1} {n}- 1\] The above calculates the compound interest rate achieved if an initial investment of PV returns a value of FV after n accrual periods. \[ n = \frac {\log(FV) - \log(PV)} {\log(1 + i)}\] The above formula calculates the number of periods required to get FV given the PV and the interest rate i. The log function can be in any base, e.g. natural log (ln)




Klinij tutaj aby zrobić kopię zapasową strony (bez ilustracji)