Financial Formula Sheet

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Financial Formula Sheet

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Nội dung Text: Financial Formula Sheet

  1. Financial Formula Sheet 1. Compounding and Discounting A. Compounding factor (future value of an interest factor r% for time t): B. Discount factor (present value of an interest factor r% for time t): C. Future annuity factor (future value of an annuity factor for r% for n periods): D. Present value annuity factor (present value of an annuity factor for r% for n periods): E. Net Present Value (NPV) of a project: F. Value of the firm: G. Dividend discount model for the share price (S0): H. Real interest rate: I. Spot or zero-coupon rates (Zi) derived from the par yield curve:
  2. 2. Expected Value 3. Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) A. CAPM: B. Capital structure effect on firm beta ( ): C. APT: 4. Currency Relationships A. Interest rate parity: B. Purchasing power parity: C. Expectations theory: D. International Fisher effect:
  3. 5. Statistical Measures A. Mean ( ): B. Standard deviation ( ): C. Kurtosis (K): D. Skewness (S): E. Covariance ( ab): F. Correlation coefficient (ρab): 6. Portfolio Model A. Portfolio expected return ρp B. Portfolio risk ρp for 2-asset portfolio: C. Portfolio risk ρp for m-asset portfolio:
  4. D. Minimum variance portfolio weights for 2-asset portfolio: 7. Credit Assessment Models A. DuPont Model: B. Altman's Z-score model (USA): C. Taffler–Tisshaw's Z-score model (UK):
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