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  • Maagtef-Ap - IM/Bcse: Weighted

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    Sayan Biswas
    9 views5 pages
    1) Continuous compounding uses the formula P=Pe^rt, where P is the future value, Pe is the present value, r is the annual interest rate, and t is time in years. 2) Market capitalization weighted indexes calculate index values based on the total market value of each constituent stock, which is equal to the stock's price multiplied by its number of shares outstanding. 3) A price weighted index calculates index values based on the sum of each constituent stock's price multiplied by its number of shares divided by the index's base value.

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    Formula

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    1) Continuous compounding uses the formula P=Pe^rt, where P is the future value, Pe is the present value, r is the annual interest rate, and t is time in years. 2) Market capitalization weighted indexes calculate index values based on the total market value of each constituent stock, which is equal to the stock's price multiplied by its number of shares outstanding. 3) A price weighted index calculates index values based on the sum of each constituent stock's price multiplied by its number of shares divided by the index's base value.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    9 views5 pages

    Maagtef-Ap - IM/Bcse: Weighted

    Uploaded by

    Sayan Biswas
    1) Continuous compounding uses the formula P=Pe^rt, where P is the future value, Pe is the present value, r is the annual interest rate, and t is time in years. 2) Market capitalization weighted indexes calculate index values based on the total market value of each constituent stock, which is equal to the stock's price multiplied by its number of shares outstanding. 3) A price weighted index calculates index values based on the sum of each constituent stock's price multiplied by its number of shares divided by the index's base value.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 5

    1) Continuous Compounding :

    P * eat (e = 2.71 d)

    2) Face Float Market Cap .

    Weighted Index

    -¥¥¥÷Y•p✗
    Index Base value

    S -
    Ishee size * Price * Invertible
    -
    ✗ -

    Index
    weightfaetoo
    weighted
    3) Moutet cap .

    Sum of(cuotentmaaket price


    → *Issues in e)

    %Ed-maagtef-ap.IM/Bcse
    Index _-
    value

    market * issue size )


    ↳
    Sum of/
    price

    4) Paice weighted Index

    value =

    '¥e:%ÉʰY
    -
    -

    tea the impact wits mote the liquidity .


    Expected
    A-
    ParinDividend
    g yield
    Index Futures Given

    *T
    F- = Sectors
    variance Hedging
    tf minimum
    strategy

    Qst -
    H ( Fr F)
    -

    if S
    ,
    = FT
    F

    then G- (Q -
    14th
    - How
    - x Qs to cash
    and subtracting
    Adding
    QST-QSI-QS-tkt -FS-QSI-QGT-S-tel.t F)HDF
    -

    Qs + QDS -

    =
    ≠ but h=H1Q
    hd F)
    QStQ( As -

    minimum -
    valet once hedge ratio

    =¥%¥
    *

    of

    n*=s%%-
    Cash flow vaeeicence
    *
    G- p9
    Q :-( A)
    * FRAS
    ERA position :

    payoff oeeeiued by long

    *
    *%É
    time Ti of P
    at
    FRA cash inflow P
    a
    Tz of
    =

    at time
    and a cash outflow

    too K
    solving
    Price of

    k*=B%BC✗z÷
    =

    PRA
    Current value of FRA

    P ✗ ✗BLT ) (11-1-1%1) BODY


    . -

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