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Formules Fixed Income and Asset management
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Lijst van formules Fixed Income and Asset management, 2e jaar Financie- en Verzekeringswezen (geslaagd 1e zit)
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By: sacide1997 • 4 year ago
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Formules Fixed Income and Asset ManagementCouponrente (bruto):
Bruto coupon/nominale waarde
Koersrendement (bruto):
(bruto coupon/koers)*100
Benaderend actuarieel rendement:
Coupon + ((terugbetalingsprijs – aankoopprijs)/resterende looptijd)
Correct actuarieel rendement:
Jaarlijkse coupon / (1 + i) ^n
berekenen voor elk jaar + terugbetaling
Modified duration :
Duration/(1+rendement)
Conversiekoers:
Nominale waarde/conversieverhouding
Conversie-equivalent:
koers * nominale waarde / conversieverhouding
Conversie-aandeel:
(CE – beurskoers aandeel) / beurskoers aandeel
Netto-inventariswaarde:
totale marktwaarde fonds/aantal deelbewijzen in omloop
Toetredingsprijs (instapkosten):
inventariswaarde + toetredingskosten
Terugbetalingsprijs:
inventariswaarde – uittredingskosten – beurstaks
Rendement op beleggingsfonds:
(eindbedrag / geïnvesteerd bedrag) - 1
Return = rendement:
(NIW nieuw – NIW oud) / NIW oud
Variantie:
(return – gem return) ^2 x kans
Variantie:
standaardafwijking ^2
Standaardafwijking:
variantie ^(1/2)
Sharpe ratio:
excess return / standaardafwijking
Of: (gemiddelde return – risicovrije rente 3m) / standaardafwijking
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