Fіnansova statistics - Shustіkov AA

12.2. Serednі vіdsotkovі rates

Yakscho vіdsotkovі rates zmіnyuyutsya s hour, the rate ekvіvalentna їm yavlyaє him serednyu rate scho bring for Pevnyi perіod Taqiy samy dohіd. Dana serednyu znaydemo on osnovі rіvnostі vіdpovіdnih mnozhnikіv graft. Let him for perіodi n 1, n 2, ..., nk, narahovuyutsya prostі vіdsotki rates for i 1, i 2, ..., ik:

de otrimaєmo ekvіvalentnu rate:

Znaydena characteristic yavlyaє him serednyu zvazhenu is arithmetic value h vagami scho vіdpovіdayut trivalostі okremih іntervalіv. The rate i 0 daє Taqiy samy dohіd hour N, scho th sukupnіst rates SSMSC zmіnyuyutsya for vіdpovіdnі perіodi. Analogіchno for simple oblіkovih rates d 1, d 2, .., dk znahodimo їh serednyu d 0:

Butt 7. kontraktі peredbachaєtsya narahuvannya simply vіdsotkіv in such rozmіrah:

Perіodi

Vіdsotkovі rates

nt (at Rokach)

nt it

1

0.2

1.5

0.3

2

0.3

1.0

0.3

3

0.4

2.0

0.8

Usogo

4.5

1.4

Neobhіdno Know ekvіvalentnu CIM minds rate for minds, scho = P 500.

; S = 500 (1 + 4,5 • 0,3111) = 1199,9 USD.

Yakscho narahuvannya vіdsotkіv vikonuєtsya on osnovі poslіdovnih fіksovanih rates folding vіdsotkіv i 1, i 2, ..., ik, SSMSC narahovuyutsya in іntervalah scho dorіvnyuyut n 1, n 2, ..., nk odinits hour, then

.

Otrimany viraz yavlyaє him zvazhenu serednyu geometric without odinitsі in yakoї vagami Je trivalіst perіodіv narahuvannya.

Butt 8. During the contract has been viewed Vidana pozichka rozmіrі in 1000 UAH. Contract Bulo way to Rocky 4. In Pershi two prophets peredbachalosya narahuvannya vіdsotkіv for the rate of 10% (skladnі rіchnі vіdsotki) in nastupnі two prophets - at the rate of 20%. For Zgoda storіn Bulo virіsheno zamіniti OAO All rates vіdsotkіv odnієyu not zmіnivshi at tsomu fіnansovih vіdnosin storіn.

Rozv'yazannya: , Abo 14.9%.

Yakscho in ugodі boule b vikoristanі prostі vіdsotkіv rates todі ekvіvalentna їm serednya simple rate vіdsotkіv dorіvnyuvala used:

, Abo 15%.

Zamіna in fіnansovіy ugodі rates folding vіdsotkіv 10% i 20% vіdpovіdnі perіodi hour at the rate of 14.9% abo zamіna rates simply vіdsotkіv 10% i 20% at the rate of 15% is not zmіnyuє fіnansovih vіdnosin storіn. Participants fіnansovoї lands bayduzhe, SSMSC s Tsikh Rates vikoristovuvati - stink prizvodyat to odnієї i tієї Well naroschenoї sumi.