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Convexity Numericals

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rohan.korgaonkar2015
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8 views1 page

Convexity Numericals

Uploaded by

rohan.korgaonkar2015
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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1.

07
1 70 0.934579 65.42056 0.065421 0.0654205607477 2 130.8411
2 70 0.873439 61.14071 0.061141 0.1222814219582 6 366.8443
3 70 0.816298 57.14085 0.057141 0.1714225541471 12 685.6902
4 70 0.762895 53.40266 0.053403 0.2136106593733 20 1068.053
5 70 0.712986 49.90903 0.049909 0.2495451628193 30 1497.271
6 70 0.666342 46.64396 0.046644 0.2798637340029 42 1959.046
7 70 0.62275 43.59248 0.043592 0.3051473735234 56 2441.179
8 70 0.582009 40.74064 0.040741 0.3259250985564 72 2933.326
9 70 0.543934 38.07536 0.038075 0.342678257828 90 3426.783
10 1070 0.508349 543.9337 0.543934 5.4393374258415 110 59832.71
1000 1 7.5152322487979 74341.75
1.05
Time CF PV @ 5% PV of CF t(t+1) PV of CF x t(t+1)
1 40 0.9524 38.10 2 76.19
2 40 0.9070 36.28 6 217.69
3 40 0.8638 34.55 12 414.64
4 40 0.8227 32.91 20 658.16
5 40 0.7835 31.34 30 940.23
6 40 0.7462 29.85 42 1253.64
7 40 0.7107 28.43 56 1591.93
8 40 0.6768 27.07 72 1949.30
9 40 0.6446 25.78 90 2320.59
10 40 0.6139 24.56 110 2701.22
11 40 0.5847 23.39 132 3087.11
12 1040 0.5568 579.11 156 90341.30
911.37 105552.00

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