※ 引述《nomindman ()》之铭言： : (t2-t1) (t2-t1) t2 _ t2-t : F(t2) = F(t1) *(1+i) + Σct* (1+i) + ∫ c(t)*(1+i)dt : t1 : ct present the net amount received (+) or paid out (-) at time t , : _ : c(t) is the net continuous rate of payment (received or paid out) at time t : Suppose that a fund of money is observed over time, and the amount in the : fund at time t is F(t). The fund earns interest and also receives and/or : makes payments from time to time. If we wish to find the average annualized : yield earned by the fund from time t1 to time t2 measured in years, we can : formulate the yield as the internal rate of return i : 请问这一段的意义以及数学式的意义是什麽欸....... : 请好心的大大指点迷津.... <(_ _)> .....感恩 把这个式子分三项，F(t2) = f1 + f2 + f3 f1 是第一期的钱折现到t2 f2 是集合t1所有的ct然後折现到t2 _ f3 是把c(t)这个payment ( payment rate over time )折现，因为不同时间 的payment不同，所以model单位时间内的收入为 c(t)R^(t2-t1) dt， 以t2为观点所以要折现到t2 这个式子只要学过微积分应该就可以看懂吧... -- 这在讲共同基金吗？ -- ◣ ◢ 欢迎参观～*^^* http://snipurl.com/rf18 ≡''≡/ ◣ζ by redman --

※ 发信站: 批踢踢实业坊(ptt.cc) ◆ From: 140.112.48.60 ※ 编辑: moonshade 来自: 140.112.48.60 (01/04 15:19)