.
, , . , S0, p , k, , . Sk k.
Sk= S0 (1+pk)
>>. . , >> . , .
1. , p =0,1; k =5; S0 =100.
.
. , , , m . p/m , . , , , p . , 6%, 0,06.
k , :
, (1)
, , t :
, (2)
[ ] ,
Δ .
, , , 360 , 30 .
, 2 16 , 6% , t = 736, Δ= 30, m = 12. , (1+(0.06/12)[736/30]) = 1+(0.06/12)24 = 1.12 .
, , , (2) :
St= S0(1+pt/mΔ), (3)
mΔ= 1 .
t ,
St= S0(1+pt/360), (4)
,
St= S0(1+pt), (5)
, (3)(5) .
2. . : , 1 , 2 , 5 , 10 . 1 51 5. (5), S0 = 1.
|
|
3. 10 000 . 22 % . ?
d0 dt ... (4), :
St= S0(1+p(dtd0)/360), (6)
dtd0 = 360(_; _), (7)
4. :
S0 | _1 | |
d0 | _0 | |
dt | _1 | |
t | (7) | |
p | _2 | |
St | (6) |
(7) d0 dt. , (6), St .
(6) t = dt d0, t, S0. St t, . (5), (8):
, (8)
, S0 t St. ?
: (7) , _2, (8).
5. 3 , 15000 .
(5), :
, (9)
.
6. , :
10 . . 5 5 . . 15 ;
6 . . 3 8 . . 7 .
8% .