Scribd Logo
Upload

Welcome to Scribd!

  • 10 views

    Képletgyűjtemény Tőzsdei Ismeretekből: T N T N

    Uploaded by

    kovfer001
    1. Formulas for calculating stock prices, call and put option prices, net present value, internal rate of return, standard deviation, beta, and other financial metrics. 2. Includes the Black-Scholes option pricing model and formulas for expected return, covariance, diversification, duration, and yield. 3. Over 30 mathematical formulas for calculations commonly used in financial analysis and portfolio management.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Képletgyűjtemény Tőzsdei Ismeretekből: T N T N

    Uploaded by

    kovfer001
    10 views1 page
    1. Formulas for calculating stock prices, call and put option prices, net present value, internal rate of return, standard deviation, beta, and other financial metrics. 2. Includes the Black-Scholes option pricing model and formulas for expected return, covariance, diversification, duration, and yield. 3. Over 30 mathematical formulas for calculations commonly used in financial analysis and portfolio management.

    Original Title

    keplettozsde

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    1. Formulas for calculating stock prices, call and put option prices, net present value, internal rate of return, standard deviation, beta, and other financial metrics. 2. Includes the Black-Scholes option pricing model and formulas for expected return, covariance, diversification, duration, and yield. 3. Over 30 mathematical formulas for calculations commonly used in financial analysis and portfolio management.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    10 views1 page

    Képletgyűjtemény Tőzsdei Ismeretekből: T N T N

    Uploaded by

    kovfer001
    1. Formulas for calculating stock prices, call and put option prices, net present value, internal rate of return, standard deviation, beta, and other financial metrics. 2. Includes the Black-Scholes option pricing model and formulas for expected return, covariance, diversification, duration, and yield. 3. Over 30 mathematical formulas for calculations commonly used in financial analysis and portfolio management.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    Kpletgyjtemny Tzsdei ismeretekbl

    S
    ln + r f T
    T
    X
    1. c = S N (d1 ) X e rf T N (d 2 ) 2. d1 =
    +
    2
    T
    r f *t
    e r f *t d

    + cd * u e
    cu *

    ud
    S (u d )
    ud

    3. d 2 = d1 T 4. m =
    5. c =
    r f *t
    cu c d
    r

    r *t

    S * d e f + m * pd
    1
    S * (u d )
    n 9. d =
    ..7. p =
    8.
    u
    =
    e
    6. m =
    r f *t
    T
    pu p d
    m*e

    n
    e

    10. p = X * e r *t + c S 11. rp = wi ri 12. s p =


    f

    i =1

    w w
    i =1 j =1

    si s j Rij

    (1 + r ) n 1
    p (1 + r ) n 1
    (1 + r ) n 1
    N
    14. P =
    13. . P = c
    {

    + 1} 15. FV = N
    r
    r
    (1 + r ) n 100
    (1 + r ) n r

    c
    r

    16. P = =

    19. FV = c

    p N
    Np
    (1 + r ) n 1
    c
    17. P =
    18. FV = c 12 1 + r 12
    =
    r 100
    r g 100 (r g )
    1+ r 1

    (1 + r ) n (1 + g ) n
    rg

    1+ g
    1

    1+ r

    20. P = c
    rg
    n

    Cov(ri , rm )

    w * Cov(r

    21. wD =

    E2 Cov(rD : rE )
    E2 + D2 2 Cov(rD : rE )

    , ri )

    23. A =
    24. ri = r f + (rm r f ) i
    m2
    m2

    S
    25. h = * S 26. F = S * e ( r q )*t 27. N = *
    28. F = S * e ( r r )*t
    F
    F

    22. i =

    i =1

    r2 * t 2 r1 * t 1
    P P 2P
    31. Cx = 10 8 u d
    t 2 t1
    P
    1
    n
    n
    ck
    r+ p
    32. Dur = k
    = k wk 33. Dur =
    k
    r* p
    (1 + i ) k =1
    k =1

    29. F = ( S + U ) * e r *t 30. E ( r ) =

    You might also like