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 ) =