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Formule Za Financijsku Matematiku IPS

Formule Za Financijsku Matematiku IPS

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Published by: brko19 on Apr 04, 2012
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FINANCIJSKA MATEMATIKA – FORMULE –

1. NIZOVI
Aritmetiˇki niz c an = a1 + (n − 1) · d , Geometrijski niz an = a1 · q n−1 , sn = a1 · qn − 1 , q−1 an = √ an−1 · an+1 sn = n 2 · a1 + (n − 1) · d , 2 an = an−1 + an+1 2

ˇ 2. JEDNOSTAVNI dekurzivni KAMATNI RACUN
I n = C0 pn , 100 Cn = C0 1 + pn 100

ˇ ˇ 3. SLOZENI dekurzivni KAMATNI RACUN
In = Cn−1 Ispodgodiˇnje ukama´ivanje s c pr = p , m p = 100
m

p , 100

r =1+

p , 100

Cn = C0 · rn

1+

p −1 , 100

r =

m

√ r

Kontinuirano ukama´ivanje c Cn = C0 · e 100
pn

4. PERIODSKE UPLATE I ISPLATE
Konaˇna vrijednost periodskih uplata c S = Rr log rn − 1 , r−1 +1 S =R log rn − 1 r−1
S (r−1) R

n=

S(r−1) Rr

log r

,

n=

+1

log r

Rk = R1 rk−1 .Sadaˇnja vrijednost periodskih isplata s A= S rn − 1 = R n−1 . Rk = Otplata kredita jednakim otplatnim kvotama R= K . Ok = Ok−1 − R 6. 100 Ok = a rn − 1 . a = R + Ik . n= log log r rn − 1 · rn+1 rn (r − 1) rn − 1 · rn . rn−k (r − 1) Rk = a − Ik . rn r (r − 1) log Rr Rr−A(r−1) A = S rn − 1 =R n rn r (r − 1) R R−A (r−1) n= R = A−R Beskonaˇna renta c log r . ˆ A = R rn − 1 n − n n−1 (r − 1) r−1 r r Budu´a vrijednost postnumerando uplata koje ˇine geometrijski niz c c q n − rn ˆ . KREDIT Otplata kredita jednakim anuitetima krajem razdoblja K=a Ik = Ok−1 p . rn−k − 1 . POKAZATELJI ISPLATIVOSTI ULAGANJA ˇ Cista sadaˇnja vrijednost s N P V = F0 + F1 F2 Fn + 2 + ··· + n r r r . n Ik = Ok−1 (r − 1) . S = Rr q−r qn − rn ˆ S =R q−r 5. rn (r − 1) a=K rn (r − 1) rn − 1 Ok = Ok−1 − Rk a rn−k+1 Ik = Ok−1 (r − 1) . rn−1 (r − 1) R = A −R A∞ = Varijabilne periodske uplate i isplate R r−1 Sadaˇnja vrijednost isplata koje ˇine aritmetiˇki niz s c c Rr rn − 1 n ˆ A= − n n−1 (r − 1) r−1 r r .

. AMORTIZACIJA Linearna metoda R= C −S . .Interna stopa profitabilnosti F0 + F1 F2 Fn + 2 + ··· + n = 0 r r r 7. Rk = (C − S) . a= C −S . Dk = C − Bk . Bk = C − Dk Metoda konstantnog postotka d Rk = Bk−1 . m q = 100 1 − m 1− q 100 . 100 Metoda sume znamenaka s = 1 + 2 + ··· + n n−k+1 1 n (C − S) . ρ= 100 . 100 Cn = C 0 100 100 − qn . . n Dk = k · R . ρn−1 (ρ − 1) a=K ρn−1 (ρ − 1) ρn − 1 . . d S =C 1− 100 n R1 = Funkcionalna metoda Q = p1 + p2 + · · · + pn . . 100 − q Cn = C0 · ρn Ispodgodiˇnje ukama´ivanje s c qr = q . . ANTICIPATIVAN OBRACUN KAMATA Jednostavni kamatni raˇun c In = C0 Sloˇeni kamatni raˇun z c Cn = C0 100 100 − q n q·n . . Q R i = pi · a ˇ 8. Rn = (C − S) s s s Bk = Bk−1 − Rk . ρ = m √ ρ Otplata zajma jednakim anuitetima K=a ρn − 1 . .

+ = Dx Dx Dx Dx ˇ c) MJESOVITO OSIGURANJE Ax:n =n Ex +|n Ax = Ax:n + α + γ · ax:n ¨ = 1−β Dx+n + Mx − Mx+n Dx P = a |n Ax Aa x:n +α· 1− Dx+n Dx +γ (1 − β) · ax:n ¨ . Ik = a − Rk . Ok = Ok−1 − Rk 9. + = Dx Dx Dx Dx ˇ ˇ a) OSIGURANJE ZA SLUCAJ DOZIVLJENJA n Ex = Dx+n Dx ˇ b) OSIGURANJE ZA SLUCAJ SMRTI Neodgodeno doˇivotno osiguranje za sluˇaj smrti z c Ax = Cx Cx+1 Cω Mx + + .. + = Dx Dx Dx Dx Neodgodena osobna renta trajanja n godina ax:n = 1 + ¨ Dx+1 Dx+2 Dx+n−1 Nx − Nx+n + + . + = Dx Dx Dx Dx Neodgodeno osiguranje za sluˇaj smrti u trajanju n godina c |n Ax = Cx Cx+1 Cx+n−1 Mx − Mx+n + + ... MATEMATIKA OSIGURANJA • Jednogodiˇnje vjerojatnosti doˇivljenja i smrti s z px = 1 − qx = lx+1 lx qx = dx lx − lx+1 = lx lx • n godiˇnje vjerojatnosti doˇivljenja i smrti s z n px = lx+n lx n qx = 1 −n px = lx − lx+n lx • Osobne rente Neodgodena doˇivotna osobna renta z ax = 1 + ¨ Dx+1 Dx+2 Dω Nx + + .....I0 = Kq .. 100 Rk = (a − I0 )ρk .

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