MATHEMATICAL MODELS AND VALUATION OF THE LOAN EFFECTIVENESS
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MATHEMATICAL MODELS AND VALUATION OF THE LOAN EFFECTIVENESS
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Pages
51-66
Abstract

Using a new technique of discounting on the basis of a special class of functions (discount functions), mathematical models of common credit schemes, a comparative analysis of their profitability / costs for the lender / borrower. Given a critical analysis of the existing CBR technique for determining the effective interest rate loan as a measure of its profitability for the lender or costs for the borrower. Shown the possibility of using the discount functions for the analysis of bond yield.

Keywords
calculation, loan, lender, borrower, yield, effective interest rate, EPS, IRR, reinvestment, discounting
Date of publication
01.04.2012
Number of purchasers
1
Views
803
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0.0 (0 votes)
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Additional sources and materials

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Kovalev V.V. (2007): Upravlenie aktivami firmy. M.: Prospekt.

Kuznetsov B.T. (2010): Investitsii. M.: Yuniti-Dana.

Kuznetsov B.T. (2005): Finansovaya matematika. M.: Ehkzamen.

Livshits V.N. (1960): Osnovy tekhniko-ehkonomicheskogo sravneniya razlichnykh sistem ehlektrovozov peremennogo toka promyshlennoj chastoty. V sb. “Ehlektrifikatsiya zheleznykh dorog”. Vyp. 2. M.: AN SSSR.

Fedorov B.V. (2008): Kak pravil'no vzyat' i vernut' kredit: na pokupku nedvizhimosti, avtomobilya, tekhniki. SPb.: Piter.

Chetyrkin E.M. (2002): Finansovaya matematika. M.: Delo.

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