Subido por Rosario Dominguez

# Formulas F O

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```Finanzas Operativas
Hoja de formulas
Nombre y apellido: ______________________________
LU:_______________
Rendimiento de Activos Financieros
𝑟𝑡,𝑇 =
𝑃𝑇 + 𝐼𝑡,𝑇 − 𝑃𝑡
𝑃𝑡
Tasas de Inter&eacute;s
𝐶1 = 𝐶0 ∗ (1 + 𝑖0,1 )
𝐶0 = 𝐶1 ∗ (1 − 𝑑0,1 )
𝐼0,1 = 𝐶𝑜 ∗ 𝑖0,1
𝐷0,1 = 𝐶1 ∗ 𝑑0,1
𝑖𝑡 = 𝑇𝑁𝐴𝑡 ∗
𝑡
365
𝑑𝑡 = 𝑇𝑁𝐴𝐴𝑡 ∗
𝑡
365
𝑇𝑁𝐴𝑡 = 𝑖𝑡 ∗
365
𝑡
𝑇𝑁𝐴𝐴𝑡 = 𝑑𝑡 ∗
365
𝑡
𝑖𝑡 =
𝑑𝑡
1 − 𝑑𝑡
𝑖𝑞 = 𝑖𝑡 ∗
𝑑𝑡 =
𝑞
𝑡
𝑖𝑡
1 + 𝑖𝑡
𝑑𝑞 = 𝑑𝑡 ∗
𝑞
𝑡
𝑞
𝑖𝑞 = (1 + 𝑖𝑡 ) 𝑡 − 1
Capitalizaci&oacute;n Simple y Compuesta
𝐶𝑛 = 𝐶0 ∗ (1 + 𝑖1 + 𝑖2 + ⋯ + 𝑖𝑛 )
𝐶𝑛 = 𝐶0 ∗ (1 + 𝑖1 ) ∗ (1 + 𝑖2 ) ∗ … ∗ (1 + 𝑖𝑛 )
𝐶𝑛 = 𝐶0 ∗ (1 + 𝑖 ∗ 𝑛)
𝐶𝑛 = 𝐶0 ∗ (1 + 𝑖)𝑛
𝐼0,𝑛 = 𝐶0 ∗ (𝑖1 + 𝑖2 + ⋯ + 𝑖𝑛 )
𝐼0−𝑛 = 𝐶0 ∗ [(1 + 𝑖1 ) ∗ (1 + 𝑖2 ) ∗ … ∗ (1 + 𝑖𝑛 ) − 1]
𝐼0,𝑛 = 𝐶0 ∗ 𝑖𝑡 ∗ 𝑛
𝐼0,𝑛 = 𝐶0 ∗ [(1 + 𝑖)𝑛 − 1]
𝑖0,𝑛 =
𝐶𝑛
−1
𝐶0
Fisher (1 + 𝑖𝑎 ) = (1 + 𝑖𝑟 ) ∗ (1 + 𝜋 )
Descuento simple
𝐶0 = 𝐶𝑛 ∗ (1 − 𝑑 ∗ 𝑛)
𝐷0,𝑛 = 𝐶𝑛 − 𝐶0
𝐶
𝑑0,𝑛 = 1 − 𝐶0
𝑛
1
Finanzas Operativas
Nombre y apellido: ______________________________
LU:_______________
Rentabilidad y Riesgo de un Portafolio de “n” activos
𝑛
𝐸(𝑟) = 𝑟̅ = ∑ 𝑤𝑖 ∗ 𝑟̅𝑖 = 𝑤1 ∗ 𝑟̅1 + 𝑤2 ∗ 𝑟̅2 + ⋯ + 𝑤𝑛 ∗ 𝑟̅𝑛
𝑖=1
𝜎𝑝2 = 𝑤12 ∗ 𝜎12 + 𝑤22 ∗ 𝜎22 + ⋯ + 𝑤𝑛2 𝜎𝑛2 + 2 ∗ 𝑤1 ∗ 𝑤2 ∗ 𝜎1,2 + ⋯ + 2 ∗ 𝑤𝑛−1 ∗ 𝑤𝑛 ∗ 𝜎𝑛−1,𝑛
𝐶𝑂𝑉(𝑖, 𝑗) = 𝜎𝑖,𝑗 = 𝜌𝑖,𝑗 ∗ 𝜎𝑖 ∗ 𝜎𝑗
Rentabilidad y Riesgo de un Portafolio de 2 activos
𝐸(𝑟𝑝 ) = 𝑟̅𝑝 = 𝑤𝐴 ∗ 𝑟̅𝐴 + 𝑤𝐵 ∗ 𝑟̅𝐵
𝜎𝑝2 = 𝑤𝐴2 ∗ 𝜎𝐴2 + 𝑤𝐵2 ∗ 𝜎𝐵2 + 2 ∗ 𝑤𝐴 ∗ 𝑤𝐵 ∗ 𝜎𝐴,𝐵
𝐶𝑂𝑉(𝐴, 𝐵) = 𝜎𝐴,𝐵 = 𝜌𝐴,𝐵 ∗ 𝜎𝐴 ∗ 𝜎𝐵
Valor Futuro/ Valor Actual/ VAN
𝑖𝑡 = 𝑇𝑁𝐴𝑡 ∗
𝑡
365
𝑉𝐴 =
𝐶
1
1 − (1 + 𝑖)−𝑛
∗ [1 −
&oacute;
𝑉𝐴
=
𝐶
∗
]
(1 + 𝑖)𝑛
𝑖
𝑖
𝑉𝐴 =
𝐶
1
1 − (1 + 𝑖)−𝑛
(1
∗ [1 −
∗
+
𝑖)
&oacute;
𝑉𝐴
=
𝐶
∗
∗ (1 + 𝑖)
]
(1 + 𝑖)𝑛
𝑖
𝑖
𝑉𝐹 =
[(1 + 𝑖)𝑛 − 1]
𝐶
∗ [(1 + 𝑖)𝑛 − 1] &oacute; 𝑉𝐹 = 𝐶 ∗
𝑖
𝑖
[(1 + 𝑖)𝑛 − 1]
𝐶
𝑛
[(1
(1
𝑉𝐹 = ∗
+ 𝑖) − 1] ∗ + 𝑖) &oacute; 𝑉𝐹 = 𝐶 ∗
∗ (1 + 𝑖)
𝑖
𝑖
𝑉𝐴 =
𝑉𝐹
(1 + 𝑖)𝑛
𝑉𝐹 = 𝑉𝐴 ∗ (1 + 𝑖)𝑛
𝑉𝐴𝑁 = −𝐼𝑛𝑣. 𝐼𝑛𝑖𝑐𝑖𝑎𝑙 + 𝑉𝐴FF
```