2
V T 6 t mt (1+R/m)^mt Factor Dcto FC_t C c 8% 1 1 1.1 0.90909091 S/. 80.00 V F ### 2 2 1.21 0.82644628 S/. 80.00 F m 1 3 3 1.331 0.7513148 S/. 80.00 R 10.00% 4 4 1.4641 0.68301346 S/. 80.00 5 5 1.61051 0.62092132 S/. 80.00 6 6 1.771561 0.56447393 ### Precio del b 999.53785224229 1000 1000.46242824205 835.5437071 1000 -16.4456293 -0.0004621477577099 0.0004624282420460 0.560% 0.0000002804843361 -0.0869

Excel Calculo de Duracion

Embed Size (px)

DESCRIPTION

k

Citation preview

Hoja1VencimientoT6tmt(1+R/m)^mtFactor Dcto.FC_tVP_tt*FC_tVP_tCupnc8%111.10.909090909180738072.7272727273Valor nominalF1000221.210.8264462818066160132.2314049587Frecuenciam1331.3310.75131480098060240180.3155522164R10.00%441.46410.68301345548055320218.5643057168551.610510.62092132318050400248.3685292237661.7715610.5644739301108061064803657.7910667485Precio del bono912.89478601084509.9981315913Duracin4.9403263122999.53785224231000-0.08710521398921000.462428242835.54370705911000-16.4456292941-0.00046214775770990.00046242824204600.560%0.0000002804843361-0.0869

Hoja2

Hoja3