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Mathematics of Finance Formula Sheet
Mathematics of Finance Formula Sheet
𝐼 = 𝑃𝑟𝑡
𝑆 = 𝑃(1 + 𝑟𝑡)
𝑃 = 𝑆(1 + 𝑟𝑡)−1
𝐷 = 𝑆𝑑𝑡
𝑃 = 𝑆(1 − 𝑑𝑡)
𝑆 = 𝑃(1 − 𝑑𝑡)−1
𝑑
𝑟=
1 − 𝑑𝑡
𝑟
𝑑=
1 + 𝑟𝑡
𝑆 = 𝑃(1 + 𝑖)𝑛
𝑃 = 𝑆(1 + 𝑖)−𝑛
𝑆 1
𝑖 = ( )𝑛 − 1
𝑃
𝑆
ln( )
𝑛= 𝑃
ln(1 + 𝑖)
𝑗1 = (1 + 𝑖)𝑚 − 1
𝑚
𝑖𝑝 = (1 + 𝑖𝑚 )𝑝 −1
𝑖 (1 − 𝑡 ) − 𝑟
𝑖𝑟𝑒𝑎𝑙 =
1+𝑟
𝑆 = 𝑃𝑒 𝑗∞𝑡
𝑆
ln(𝑃)
𝑗∞ =
𝑡
𝑗1 = 𝑒 𝑗∞ − 1
(1 + 𝑖 )𝑛 − 1
𝑆 = 𝑅[ ]
𝑖
1 − (1 + 𝑖 )−𝑛
𝐴 = 𝑅[ ]
𝑖
𝑆𝑖
𝑅=
(1 + 𝑖)𝑛 − 1
𝐴𝑖
𝑅=
1 − (1 + 𝑖)−𝑛
𝑅
𝐴=
𝑖
𝑘
(1 + 𝑖 )𝑘 − 1
𝐵𝑘 = 𝐴(1 + 𝑖) − 𝑅 [ ]
𝑖
1 − (1 + 𝑖 )𝑛−𝑘
𝐵𝑘 = 𝑅 [ ]
𝑖
(1 − (1 + 𝑖 )−𝑛
𝑃0 = 𝐹𝑟 [ ] + 𝐶 (1 + 𝑖 )−𝑛
𝑖
𝑃 = 𝑃0 (1 + 𝑖)𝑘
𝐼 = 𝑘𝐹𝑟
𝑄 =𝑃−𝐼
𝑄
𝑞 = 100
𝐹
𝑆 1/𝑛
𝑀𝐼𝑅𝑅 = ( ) − 1
𝐴