FIN 3506: Formula Sheet
(
)
Rm m
1 + AP Y = 1 +
,
m
Price =
Price =
)
(
Rm
Rc = m ln 1 +
,
m
Rc
1 + AP Y = e ,
( Rc
)
Rm = m e m − 1
c
c
c
100 + c
+
+ ··· +
+
2
T
−1
1 + R1 (1 + R2 )
(1 + RT −1 )
(1 + RT )T
c/2
c/2
+(
)2 + · · · + (
R0.5
1+ 2
1 + R21
1+
RTF1 T2 =
100 + c/2
)2T −1 + (
)2T
RT −0.5
RT
1
+
2
2
c/2
R2 T2 − R1 T1
T2 − T1
1