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Fіnansova statistics - Shustіkov AA

11.5. Porіvnyannya іntensivnostі protsesіv naroshchennyh i diskontuvannya for rіznimi vіdsotkovimi rates

For rozrahunku naroschenoї sumi i diskontuvannya vikoristovuvalis rіznі Vidi vіdsotkovih rates: in, i, j, d , dc, f. For the sake of odnakovih minds їh vikoristannya prizvede to rіznih rezultatіv. Treba porіvnyati a result of extension of the i diskontuvannya rіznimi views vіdsotkovih rates. For tsogo rozv'yazannya zavdannya dostatno porіvnyati mnozhniki naroshchennyh i diskontnі mnozhniki.

Result porіvnyannya stale od of perіodіv narahuvannya vіdsotkіv:

for mnozhnikіv knots in -

n <1 (1 + i) n <(1 + in) <(1 - nd) -1 <(1 - d) - n;

n> 1 (1 + ni) <(1 + i) n <(1 - d) - n <(1 - nd) -1;

n = 1 (1 + in) = (1 + i) n <(1 - d) - n = (1 - nd) -1;

Discount for mnozhnikіv -

n <1 (1 - d) n <(1 - nd) <(1 + in) -1 <(1 + i) - n;

n> 1 (1 - nd) <(1 - d) n <(1 + i) - n <(1 + in) -1;

n = 1 (1 - nd) = (1 - d) n <(1 + i) - n = (1 + in) -1.