Re: [問題]關於財務數學

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者moonshade (一隻歐拉貓)時間19年前 (2007/01/04 15:12)推噓0(0推 0噓 0→)

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※ 引述《nomindman ()》之銘言： : (t2-t1) (t2-t1) t2 _ t2-t : F(t2) = F(t1) *(1+i) + Σct* (1+i) + ∫ c(t)*(1+i)dt : t1 : ct present the net amount received (+) or paid out (-) at time t , : _ : c(t) is the net continuous rate of payment (received or paid out) at time t : Suppose that a fund of money is observed over time, and the amount in the : fund at time t is F(t). The fund earns interest and also receives and/or : makes payments from time to time. If we wish to find the average annualized : yield earned by the fund from time t1 to time t2 measured in years, we can : formulate the yield as the internal rate of return i : 請問這一段的意義以及數學式的意義是什麼欸....... : 請好心的大大指點迷津.... <(_ _)> .....感恩把這個式子分三項，F(t2) = f1 + f2 + f3 f1 是第一期的錢折現到t2 f2 是集合t1所有的ct然後折現到t2 _ f3 是把c(t)這個payment ( payment rate over time )折現，因為不同時間的payment不同，所以model單位時間內的收入為 c(t)R^(t2-t1) dt，以t2為觀點所以要折現到t2 這個式子只要學過微積分應該就可以看懂吧... -- 這在講共同基金嗎？ -- ◣ ◢ 歡迎參觀～*^^* http://snipurl.com/rf18 ≡''≡/ ◣ζ by redman -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.112.48.60 ※ 編輯: moonshade 來自: 140.112.48.60 (01/04 15:19)