Kpletgyjtemny Finanszrozs-gazdasgtanbl

S
ln + r f T
T
X
1. c = S N (d1 ) X e r f T N (d 2 ) 2. d1 =
+
2
T
r f *t
r f *t

e 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
e

S * d e f + m * pd
S * (u d )
n 9. F = S * e ( r d )*t
..7. p =
8.
6. m =
u
=
e
r f *t
pu p d
m*e
r *t

10. p = X * e r *t + c S 11. NPV = pi NPVi 12.

f

i =1

2 *U * F
. 14. Q =
CP

13. Q =

22. WACC = rE E

D+E

24.

26. s p =

29. KE =

i =1 j =1

i
CFk
20. GPV =
k
k =1 (1 + r )
n

+ rD * (1 TC )

si s j Rij 27. AFr , n =

n

P0
30. IM =
AFr , n

j =1

i =1

2* D* F
i

18. r * = r L * T * rd *
21. VT = D TC

25. rp = wi ri
i =1

(1 + r ) n 1 28.
ARR =
(1 + r ) n r

1+ g
1

1+ r
j 31. P = c
1+ i j
rg

1+ r
1 + rD

D
23. rE = rA + (rA rD ) D
E
D+E

NPV A
IRR = rA +
(rF rA )
NPV A NPVF

w w

pi (NPVi NPV )2

2 *U * F
15. C =
d
CP * 1
r

16. ANPV = NPV I + NPV F + C + P 17. Q = 3 3 C *

19. r * = r * (1 T * L )

S ( NPV ) =

1 n
Ei
n i =1
P0

32. PI =

GPV
P0

2 Cov(rD : rE )
Cov(ri , rm )
33. wD = 2 E 2
34. i =
35. A =
m2
E + D 2 Cov(rD : rE )

36. E (ri ) = r f + [E (rm ) r f ]* i 37. A =

n

38. NPV = P0 +
i =1

Ci

(1 + r )i

w * Cov(r
i =1

m2

w A * A2 + wB * A * B * R AB

m2

39. DIV 1 = DIV 0 + ( EPS 1 DIV 0 )

, ri )