Finans formler

The exercise was created 2024-08-21 by abvlogs. Question count: 22.

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  • Framtida värde FV=PV(1+r)ⁿ
  • Nollkupongare Pzero=N/(1+r)ⁿ
  • Kupongobligation Pcoupon=C(1/r-1/r(1+r)ⁿ)+N/(1+r)ⁿ
  • Avkastning kupongobligation u=(P₁-P0)/P0
  • Effektiv ränta(EFF) EFF=(1+r/n)ⁿ-1
  • Nettonuvärde NPV=nuvärde investeringen - nuvärde kostnaden
  • Annuitet på evig tid P=C/r
  • Annuitet P=C(1/r-1/r(1+r)ⁿ)
  • Förväntad avkastning u=Wa*ua+Wb*ub
  • Standardavvikelse (risk) sigma=√Wa(ua-u)²+...
  • Kovarians Kov=W(ua-u)(ub-u)+...
  • Korrelation Kor=Kovarians/(standardavvikelse a * standardavvikelse b)
  • CML Formel 7
  • CAPM --> Portföljen ligger på CML up=Wm*um+Wrf*urf
  • Vikterna W=1
  • Aktiens värde idag k=rf+Ba(um-rf) --> Formel 10
  • Terminspris F=(1+r+w)S0
  • Put-call-parity S0+P=X/(1+rf)ⁿ+C
  • Lång-köp vinst=max(St-X, 0)-C
  • Kort-sälj vinst=P-max(X-St, 0)
  • Kort-köp vinst=C-max(St-X, 0)
  • Lång-sälj vinst=max(X-St)-P

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