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[원서] Zivot, Eric - Computational finance and financial econometrics-Department of Economics, University o      [원서] Zivot, Eric - Computational finance and financial econometrics-Department of Economics, University o , [원서] Zivot, Eric - Computational finance and financial econometrics-Department of Economics, University o기타솔루션 , 솔루션

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[원서] Zivot, Eric - Computational finance and financial econometrics-Department of Economics, University o
Introduction to Computational Finance and Financial Econometrics Chapter 1 Asset Return Calculations
Eric Zivot Department of Economics, University of Washington December 31, 1998 Updated: January 7, 2002

1

The Time Value of Money

Consider an amount \$V invested for n years at a simple interest rate of R per annum (where R is expressed as a decimal). If compounding takes place only at the end of the year the future value after n years is F Vn = \$V (1 + R)n . Example 1 Consider putting

Introduction to Computational Finance and Financial Econometrics Chapter 1 Asset Return Calculations
Eric Zivot Department of Economics, University of Washington December 31, 1998 Updated: January 7, 2002

1

The Time Value of Money

Consider an amount \$V invested for n years at a simple interest rate of R per annum (where R is expressed as …(省略)

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