财管公式大全.docxVIP

×× × × ×1?× × 1? × ×××?×/×1?/××1? × × × ? × / × 1? / × × 1? × × × × × 1? × × × 1 + i 1 + i 1 + in ?n 1 + i 1 + i [1 + [1 + m ] ? 1 1+i ?1i 1+i ?1 i 1? 1? 1+i i [ F/A i n + 1 ? 1] [ P/A i n ? 1 + 1] ?[ P/A i m + n ? i m ]P/A i m ] r?r?r? r? r? r? rPF rPF r? K ∑? N K ∑ i=1 Pi × Ki P Pi Ki ∑n ∑n (Ki?K?)2 i=1 N ∑n (Ki?K?)2 i=1 n?1 2 √∑ N √ ∑ N i=1 Ki?K? 2 √∑ N √ ∑ N i=1 Ki?K? σ ∑√ n i=1 σ ∑ Ki ? K? 2 × Pi rp ∑m rp ∑ rj Aj Ajr Aj σp = √A2σ2 + B2σ2 + 2ABrABσAσB A B σ σ √A2σ √A2σ2 + B2σ2 + c2σc2 + 2ACrACσAσc + 2BCrBCσBσC + 2ABrABσAσB A B σjk rjkσjσk σ r rjk ∑ ∑n [(xi?x?)×(yi??y)} i=1 ∑√ n i=1 ∑ xi?x? 2 × ∑√ n × ∑ 2 yi??y cov kj km rJMσjσm σj βJ = σ2 = σ2 = rjm (σ ) KJ KJ KM ∑ni=1 i i=1 i=1 i=1 ∑n i=1 i i=1 i=1 i=1 X2×∑n Yi?∑n Xi×∑n XiYi n ∑n X2?(∑n Xi)2 i=1 i i=1 n ∑n XiYi? ∑n Xi×∑n Yi i=1 i=1 i=1 n ∑n X2?(∑n Xi)2 i=1 i i=1 βp ∑n i=1 βp ∑ Xiβi  βRi Rf β  × Rm Rf R Ri Rf Rmβ Rm β = 1 P0 ∑n P0 ∑n t t n 1+rd 1+rd P P0 rd βrs rRF β × (rm rRF rRF rRF β rm (rm (rm rRF β × (rm rRF )rRF = (1 + ???) × (1 + ) (1)n (1 )n cov (ri rm) σβ = 2 σ m ri ri rm σ2 σ m rD1 r D1 s P0 rs— D1— —n√P0— — n √ FV PV ———∑ xn — — — ∑ x n rdt—rs rdt Pc rdt— r Dp r rp—p P rp—  D1 Pc——rs p0×(1?F) Pc— — r Dp — —Pp— — rpd  Ipd rpd—Ppd rpd— Ipd— —Ppd— — +/2 + /2 Sn ∑n Ct (1+i)n t=1 (1+i)t — — Sn— ——Ct— — — — — ββββ β β β β β v I1 v d (1+rd)1  I2 (1+rd)2  In M(1+rd)n M (1+rd)n P0rd, P0 rd, n — vd— — — ———rd— — — — ∑Vd——— ∑ Vd— — — —rd— — VFd V F d n 1+rd Vd— ——rd— — — rd, nP rd, n P0— — — —rd— — V D1  D2 + ? + Dn ∑ Dt Vs—s (1+rs Vs— (1+rs)2 (1+rs)n (1+rs)t Dt— rs— V V0 D0· 1+g D1 r ?g s r ?g s vDp v vp—p vp— Dp— Vpd—rp Vpd— VpdIr Vpd I rpd —rpd— —  rDp r rp—p rp— Dp— Pp— rpdIP rpd I Ppd rpd— I— Ppd— Cu?Cd Su?Sd  Cu?Cd S0×(u?d) SuS0 ×SdS0 × Su S0 × Sd S0 × Cu Cd C0 S0 uHS0?Cu S0—— S0— — 1+r?d 1+r?