OFFICE USE ONLY

AFC2000 FINANCIAL INSTITUTIONS AND MARKETS

Formula Sheet

C1 C 0
C0

f
S P 1

365

S
f
1
i
365

S P(1 i) n

S
(1 i) n
1

i [(1 r1 )(1 r2 ) . . . (1 rn )] n 1

1 q
1
1 p

j
i 1
m

S Pe jn
i e j 1
P
i n
Po

1
n

 Pt

Pt 1

rt n

rt

Pt Pt 1
Pt 1

C1
C2
Cn

...
C0 0
2
1 r (1 r)
(1 r) n

R
1
1

i
(1 i) n

R
(1 i) n 1
i

PR

R
1
1

i
(1 i) n -1

1
R
1
1

k 1
i
(1 i)
(1 i) n

R
1
1
1
1

k n 1
k 1
i
i
(1 i)
(1 i)

R
i

log[R/(R Pi)]
log(1 i)

N Pm S
N 1

Px

NPm S
N 1

Po

D o (1 g)
rg

Imputation Credit

tc
Franked Dividend
1 tc

C
1
F
1

n
i
(1 i) (1 i) n

f com/terms

1 rt terms

s com/terms

DG DA MVL / MAA DL
Gap = RSA -RSL

1 rt com

F
P
Pt Pt 1
n
% PB
100
n
n 1
1 y
Pt 1
365 1 t Rn / 1 t Rn 1 1 t n 1 f1

1 t n 1 t R1 1 t 1 f1 1 t 2 f1 ...1 t n1 f1

i
100
1 i

% PB D

1/ n

CFt (t )

t
t 1 1 i
D n

CFt

t
t 1 1 i

CFt t

1 i
t 1

PB