Ответы на задачи для самопроверки 4 страница

t	r
1%	2%	3%	4%	5%	6%	7%	8%	9%	10%	11%	12%	13%	14%	15%
	0,990	0,980	0,971	0,962	0,952	0,943	0,935	0,926	0,917	0,909	0,901	0,893	0,885	0,877	0,870
	1,970	1,942	1,913	1,886	1,859	1,833	1,808	1,783	1,759	1,736	1,713	1,690	1,668	1,647	1,626
	2,941	2,884	2,829	2,775	2,723	2,673	2,624	2,577	2,531	2,487	2,444	2,402	2,361	2,322	2,283
	3,902	3,808	3,717	3,630	3,546	3,465	3,387	3,312	3,240	3,170	3,102	3,037	2,974	2,914	2,855
	4,853	4,713	4,580	4,452	4,329	4,212	4,100	3,993	3,890	3,791	3,696	3,605	3,517	3,433	3,352
	5,795	5,601	5,417	5,242	5,076	4,917	4,767	4,623	4,486	4,355	4,231	4,111	3,998	3,889	3,784
	6,728	6,472	6,230	6,002	5,786	5,582	5,389	5,206	5,033	4,868	4,712	4,564	4,423	4,288	4,160
	7,652	7,325	7,020	6,733	6,463	6,210	5,971	5,747	5,535	5,335	5,146	4,968	4,799	4,639	4,487
	8,566	8,162	7,786	7,435	7,108	6,802	6,515	6,247	5,995	5,759	5,537	5,328	5,132	4,946	4,772
	9,471	8,983	8,530	8,111	7,722	7,360	7,024	6,710	6,418	6,145	5,889	5,650	5,426	5,216	5,019
	10,368	9,787	9,253	8,760	8,306	7,887	7,499	7,139	6,805	6,495	6,207	5,938	5,687	5,453	5,234
	11,255	10,575	9,954	9,385	8,863	8,384	7,943	7,536	7,161	6,814	6,492	6,194	5,918	5,660	5,421
	12,134	11,348	10,635	9,986	9,394	8,853	8,358	7,904	7,487	7,103	6,750	6,424	6,122	5,842	5,583
	13,004	12,106	11,296	10,563	9,899	9,295	8,745	8,244	7,786	7,367	6,982	6,628	6,302	6,002	5,724
	13,865	12,849	11,938	11,118	10,380	9,712	9,108	8,559	8,061	7,606	7,191	6,811	6,462	6,142	5,847
	14,718	13,578	12,561	11,652	10,838	10,106	9,447	8,851	8,313	7,824	7,379	6,974	6,604	6,265	5,954
	15,562	14,292	13,166	12,166	11,274	10,477	9,763	9,122	8,544	8,022	7,549	7,120	6,729	6,373	6,047
	16,398	14,992	13,754	12,659	11,690	10,828	10,059	9,372	8,756	8,201	7,702	7,250	6,840	6,467	6,128
	17,226	15,678	14,324	13,134	12,085	11,158	10,336	9,604	8,950	8,365	7,839	7,366	6,938	6,550	6,198
	18,046	16,351	14,877	13,590	12,462	11,470	10,594	9,818	9,129	8,514	7,963	7,469	7,025	6,623	6,259
	18,857	17,011	15,415	14,029	12,821	11,764	10,836	10,017	9,292	8,649	8,075	7,562	7,102	6,687	6,312
	19,660	17,658	15,937	14,451	13,163	12,042	11,061	10,201	9,442	8,772	8,176	7,645	7,170	6,743	6,359
	20,456	18,292	16,444	14,857	13,489	12,303	11,272	10,371	9,580	8,883	8,266	7,718	7,230	6,792	6,399
	21,243	18,914	16,936	15,247	13,799	12,550	11,469	10,529	9,707	8,985	8,348	7,784	7,283	6,835	6,434
	22,023	19,523	17,413	15,622	14,094	12,783	11,654	10,675	9,823	9,077	8,422	7,843	7,330	6,873	6,464
	22,795	20,121	17,877	15,983	14,375	13,003	11,826	10,810	9,929	9,161	8,488	7,896	7,372	6,906	6,491
	23,560	20,707	18,327	16,330	14,643	13,211	11,987	10,935	10,027	9,237	8,548	7,943	7,409	6,935	6,514
	24,316	21,281	18,764	16,663	14,898	13,406	12,137	11,051	10,116	9,307	8,602	7,984	7,441	6,961	6,534
	25,066	21,844	19,188	16,984	15,141	13,591	12,278	11,158	10,198	9,370	8,650	8,022	7,470	6,983	6,551
	25,808	22,396	19,600	17,292	15,372	13,765	12,409	11,258	10,274	9,427	8,694	8,055	7,496	7,003	6,566
	26,542	22,938	20,000	17,588	15,593	13,929	12,532	11,350	10,343	9,479	8,733	8,085	7,518	7,020	6,579
	27,270	23,468	20,389	17,874	15,803	14,084	12,647	11,435	10,406	9,526	8,769	8,112	7,538	7,035	6,591
	27,990	23,989	20,766	18,148	16,003	14,230	12,754	11,514	10,464	9,569	8,801	8,135	7,556	7,048	6,600
	28,703	24,499	21,132	18,411	16,193	14,368	12,854	11,587	10,518	9,609	8,829	8,157	7,572	7,060	6,609
	29,409	24,999	21,487	18,665	16,374	14,498	12,948	11,655	10,567	9,644	8,855	8,176	7,586	7,070	6,617
	30,108	25,489	21,832	18,908	16,547	14,621	13,035	11,717	10,612	9,677	8,879	8,192	7,598	7,079	6,623
	30,800	25,969	22,167	19,143	16,711	14,737	13,117	11,775	10,653	9,706	8,900	8,208	7,609	7,087	6,629
	31,485	26,441	22,492	19,368	16,868	14,846	13,193	11,829	10,691	9,733	8,919	8,221	7,618	7,094	6,634
	32,163	26,903	22,808	19,584	17,017	14,949	13,265	11,879	10,726	9,757	8,936	8,233	7,627	7,100	6,638
	32,835	27,355	23,115	19,793	17,159	15,046	13,332	11,925	10,757	9,779	8,951	8,244	7,634	7,105	6,642
	33,500	27,799	23,412	19,993	17,294	15,138	13,394	11,967	10,787	9,799	8,965	8,253	7,641	7,110	6,645
	34,158	28,235	23,701	20,186	17,423	15,225	13,452	12,007	10,813	9,817	8,977	8,262	7,647	7,114	6,648
	34,810	28,662	23,982	20,371	17,546	15,306	13,507	12,043	10,838	9,834	8,989	8,270	7,652	7,117	6,650
	35,455	29,080	24,254	20,549	17,663	15,383	13,558	12,077	10,861	9,849	8,999	8,276	7,657	7,120	6,652
	36,095	29,490	24,519	20,720	17,774	15,456	13,606	12,108	10,881	9,863	9,008	8,283	7,661	7,123	6,654
	36,727	29,892	24,775	20,885	17,880	15,524	13,650	12,137	10,900	9,875	9,016	8,288	7,664	7,126	6,656
	37,354	30,287	25,025	21,043	17,981	15,589	13,692	12,164	10,918	9,887	9,024	8,293	7,668	7,128	6,657
	37,974	30,673	25,267	21,195	18,077	15,650	13,730	12,189	10,934	9,897	9,030	8,297	7,671	7,130	6,659
	38,588	31,052	25,502	21,341	18,169	15,708	13,767	12,212	10,948	9,906	9,036	8,301	7,673	7,131	6,660
	39,196	31,424	25,730	21,482	18,256	15,762	13,801	12,233	10,962	9,915	9,042	8,304	7,675	7,133	6,661

Значения для дробных значений ставки, встречающихся в предложенных задачах

t	r
8%/12	8.5%	9%/12	9%/4	11%/12	12.5%	14%/4	15%/12
	0,993	0,922	0,993	0,978	0,991	0,889	0,966	0,988
	1,980	1,771	1,978	1,934	1,973	1,679	1,900	1,963
	2,960	2,554	2,956	2,870	2,946	2,381	2,802	2,927
	3,934	3,276	3,926	3,785	3,910	3,006	3,673	3,878
	4,902	3,941	4,889	4,679	4,865	3,561	4,515	4,818
	5,862	4,554	5,846	5,554	5,812	4,054	5,329	5,746
	6,817	5,119	6,795	6,410	6,750	4,492	6,115	6,663
	7,765	5,639	7,737	7,247	7,680	4,882	6,874	7,568
	8,707	6,119	8,672	8,066	8,601	5,228	7,608	8,462
	9,643	6,561	9,600	8,866	9,514	5,536	8,317	9,346
	10,572	6,969	10,521	9,649	10,418	5,810	9,002	10,218
	11,496	7,345	11,435	10,415	11,315	6,053	9,663	11,079
	12,413	7,691	12,342	11,164	12,203	6,270	10,303	11,930
	13,324	8,010	13,243	11,896	13,083	6,462	10,921	12,771
	14,229	8,304	14,137	12,612	13,955	6,633	11,517	13,601
	15,128	8,575	15,024	13,313	14,819	6,785	12,094	14,420
	16,022	8,825	15,905	13,998	15,675	6,920	12,651	15,230
	16,909	9,055	16,779	14,668	16,524	7,040	13,190	16,030
	17,790	9,268	17,647	15,323	17,365	7,147	13,710	16,819
	18,666	9,463	18,508	15,964	18,198	7,241	14,212	17,599
	19,536	9,644	19,363	16,590	19,023	7,326	14,698	18,370
	20,400	9,810	20,211	17,203	19,842	7,401	15,167	19,131
	21,258	9,963	21,053	17,803	20,652	7,467	15,620	19,882
	22,111	10,104	21,889	18,389	21,456	7,526	16,058	20,624
	22,957	10,234	22,719	18,962	22,252	7,579	16,482	21,357
	23,799	10,354	23,542	19,523	23,040	7,626	16,890	22,081
	24,635	10,465	24,359	20,072	23,822	7,667	17,285	22,796
	25,465	10,566	25,171	20,608	24,597	7,704	17,667	23,503
	26,290	10,660	25,976	21,132	25,364	7,737	18,036	24,200
	27,109	10,747	26,775	21,645	26,125	7,766	18,392	24,889
	27,923	10,827	27,568	22,147	26,878	7,792	18,736	25,569
	28,731	10,900	28,356	22,638	27,625	7,815	19,069	26,241
	29,534	10,968	29,137	23,118	28,365	7,836	19,390	26,905
	30,332	11,030	29,913	23,587	29,098	7,854	19,701	27,560
	31,125	11,088	30,683	24,046	29,825	7,870	20,001	28,208
	31,912	11,141	31,447	24,495	30,545	7,885	20,290	28,847
	32,694	11,190	32,205	24,934	31,258	7,898	20,571	29,479
	33,471	11,235	32,958	25,363	31,965	7,909	20,841	30,103
	34,242	11,276	33,705	25,783	32,666	7,919	21,102	30,719
	35,009	11,315	34,447	26,194	33,360	7,928	21,355	31,327
	35,771	11,350	35,183	26,595	34,048	7,936	21,599	31,928
	36,527	11,382	35,914	26,988	34,730	7,943	21,835	32,521
	37,279	11,412	36,639	27,372	35,405	7,949	22,063	33,107
	38,025	11,440	37,359	27,748	36,074	7,955	22,283	33,686
	38,767	11,465	38,073	28,115	36,738	7,960	22,495	34,258
	39,503	11,489	38,782	28,474	37,395	7,965	22,701	34,823
	40,235	11,510	39,486	28,826	38,046	7,968	22,899	35,381

[1] Приведенное выражение является прямым следствием т.н. «второго замечательного предела», где e = 2.71828… – иррациональное трансцендентное число, одна из основных математических констант, основание натурального логарифма (экспонента).

[2] Можно также встретить варианты названия CVA – Compound Value for an Annuity; CSA – Compound Sum of an Annuity.

[3] Отметим здесь, что таким показателем принято считать NPV. Однако, он характеризует этот вклад не явно, поскольку в принципе не имеет физического смысла.