( ), , %. , , .
, () q% . (1+0.0001pq).
9. , 2 , 20%.
5. .
, , , .
k ,
Sk=S0(1+p/m)k, (11)
, , t ,
, (12)
[ ] ,
a Δ .
, , , 360 , 30 .
, 2 16 , 6% , t= 736, D=30, m=12. , (1+(0.06/12)[736/30])= 1+(0.06/12)24= 1.12 .
, , , (12) :
, (13)
t ,
, (14)
,
, (15)
, , Δ . : ln(1+p Δ)=p Δ +(Δ), :
St = S0 pt, (16)
10. (14), (15) (16), St /S0 = 0,01; 0,02;...; 0,1; 0,2;...; 0,5 ( ) : , , ( ), t = 1 .
6. .
, . S0, p. n
Sn= (1+p)n S0, (17)
11. p = 10, 12, 15, 18, 20%. 2, 5, 7 . .