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S
ln + r f ∗ T
X σ∗ T
1. c = S ∗ N (d1 ) − X ∗ e − r f ∗T ∗ N (d 2 ) 2. d1 = +
σ∗ T 2
e −d
r f *t
r f *t
cu * + cd * u − e
u−d
3. d 2 = d1 − σ ∗ T 4. m =
S ∗ (u − d )
5. c = u−d
cu − c d e
r f *t
6. m =
S * (u − d )
..7. p =
S * d − e f + m * pd
8. u
(= e
σ∗ r *t
)
n 9. F = S * e ( r − d )*t
T
pu − p d m*e
r f *t
n
10. p = X * e − r *t + c − S 11. NPV = ∑ pi × NPVi 12.
f n
S ( NPV ) = ∑ pi ∗ (NPVi − NPV )2
i =1 i =1
2 *U * F 2 *U * F 2* D* F
13. Q = . 14. Q = 15. C =
CP d i
CP * 1 −
r
2 1+ r
16. ANPV = NPV I + NPV F + C + P 17. Q = 3 3 ∗ C * σ 18. r * = r − L * T * rd *
4i 1 + rD
CFk n
19. r * = r * (1 − T * L ) 20. GPV = ∑ 21. VT = D × TC
k =1 (1 + r )
k
22. WACC = rE × E + rD * (1 − TC ) ×
D 23. rE = rA + (rA − rD ) × D
D+E D+E E
n
24. IRR = rA +
NPV A
× (rF − rA ) 25. rp = ∑ wi × ri
NPV A − NPVF i =1
1 n
∗ ∑ Ei
n n
(1 + r ) n − 1 28. n i =1
26. s p = ∑∑ w × w i j × si × s j × Rij 27. AFr , n = ARR =
i =1 j =1 (1 + r ) n × r P0
n
1+ g
n 1−
29. KE =
P0
AFr , n
30. IM = ∏ (
1+ i j )
j 31. P = c × 1+ r
r−g
32. PI =
GPV
P0
j =1
σ E + σ D − 2 × Cov(rD : rE ) σ m2 σ m2
w A * σ A2 + wB * σ A * σ B * R AB
36. E (ri ) = r f + [E (rm ) − r f ]* β i 37. β A =
σ m2
n
Ci
38. NPV = − P0 + ∑ 39. DIV 1 = DIV 0 + α × (β × EPS 1 − DIV 0 )
i =1 (1 + r )i