wzory kolokwium I

Wzory na kolokwium 6.12.2011 FUSD / PLN r( d PLN %  n   1  100  365   SUSD / PLN  USD%  n    1  100  360   1  WIBOR6 M 1  WIBID6M 2  1)  4 r ( WIBOR 3 M 1 4 2  1)  4 WIBID 3 M 1 4 WN  P 360   100% WN n HPR  WN  P 360   100% P n d n ) 360  100 P d n 360  100 Z  Pl  P  WN (1  Z  WN  l  r WN r n 1 360  100 rn 360  100 PS  PZ 360   100% PZ n1 Z  PZ  l  r  n1 360  100 BEP ( P)  PZ  PZ  r  n1 360  100 r nm ) m FV  PV (1  r  n) FVn  PV (1  r re  (1  ) m  1 m (1  r ) n  1 FVAn  PVA r