金融数学实验二报告

1、金融数学实验报告二 学院全称： 数学与计算科学学院 班级： 姓名： 学号： 一、 实验原理：运用金融数学原理中利率、累积因子、贴现因子、贴现率、现值、终值、净现值、收益率等之间的关系，通过EXCEL软件由已知量对某个未知量进行求解。二、 实验内容：1、基本年金计算器：已知利率i=0.045,计算累积因子，贴现因子，贴现率d。期限n=40期，期末付年金现值，终值。期初付年金现值，终值。延期5期，现值，终值。2、EXcell求利率：已知现值a=4.09091，期限n=5,求利率i累积因子贴现因子贴现率d现值终值现值误差已知终值s=25, 期限n=20,求利率i累积因子贴现因子贴现率d现值终值终值误

2、差3.计算利率为i=0，1%，2%，20%,资金流入与流出表为：时刻投入收益CR前8期调整后R前9期调整后R010000010000-10000-10000-100001500005000-5000-5000-50002100001000-1000-1000-10003100001000-1000-1000-10004100001000-1000-1000-10005100001000-1000-1000-1000610008000-7000700070007000710009000-80008000800080008100010000-900090001000090009100011000-

3、1000010000900010012000-1200012000总计2300050000-27000270001）计算净现值并净现值与利率图，计算收益率：2）调整后的n=8,n=9, 未调整n=10的收益率。4.贷款10万，贷款利率7%，分5年按月偿还，求出等额分期偿还表，等本分期偿还表。若等额按照偿债基金，存款利率5%，求出等效的贷款利率，使得实际贷款利率为7%，并求出等额偿债基金表。三、 实验过程与结果：1、基本年金计算器：已知利率i=0.045,计算累积因子，贴现因子，贴现率d。期限n=40期，期末付年金现值，终值。期初付年金现值，终值。结果如下：利率i累积因子贴现因子贴现率d0.04

4、51.0450.9569380.043062期末付年金现值期末付年金终值期初付年金现值期初付年金终值￥18.40￥107.03￥19.23￥111.85延期5期，现值，终值。结果如下：利率i期末付年金现值期末付年金终值期初付年金现值期初付年金终值0.045￥14.77￥85.89￥15.43￥89.752、EXcell求利率：已知现值a=4.09091，期限n=5,求得结果如下：利率i累积因子贴现因子贴现率d0.0708461.0708460.9338410.066159期末付年金现值期末付年金终值期初付年金现值期初付年金终值现值误差￥4.09￥5.76￥4.38￥6.170.00091已知终

5、值s=25, 期限n=20, 结果如下利率i累积因子贴现因子贴现率d0.0228541.0228540.9776570.022343期末付年金现值期末付年金终值期初付年金现值期初付年金终值终值误差￥15.91￥25.00￥16.27￥25.5703.计算利率为i=0，1%，2%，20%,1）计算净现值并净现值与利率图，计算收益率：净现值与利率对应的表格如表下：利率01%2%3%4%5%6%净现值2700023560.4220438.417601.915022.4212674.5610535.67利率7%8%9%10%11%12%13%净现值8585.4896805.9285180.773369

6、5.4942337.0521093.735-44.9922利率14%15%16%17%18%19%20%净现值-1088.61-2045.67-2923.88-3730.19-4470.9-5151.71-5777.76净现值与利率图如下：其收益率为：当利率为0时：收益率为：0.129588；当利率为大于0时：收益率为：13%；2）调整后的n=8的收益率为：当利率为0时：收益率为：0.04563；当利率为大于0时：收益率为：5%；n=9的收益率为：当利率为0时：收益率为：0.086726；当利率为大于0时：收益率为：9%；未调整n=10的收益率为：当利率为0时：收益率为：0.129588；当利

7、率为大于0时：收益率为：13%；4.贷款10万，贷款利率7%，分5年按月偿还，求出等额分期偿还表，等本分期偿还表分别如下：数据准备：年利率月利率年限现值贴现率6%0.00486755160¥51.920.995156028 等额分期偿还表 单位：元年份每年末支付的金额支付当年利息偿还本金未偿还本金金额01000001¥1,925.90486.75505651439.143249¥98,560.8621925.898305479.7499541446.148351¥97,114.7131925.898305472.71075381453.187551

8、65;95,661.5241925.898305465.63728991460.261015¥94,201.2651925.898305458.52939561467.36891¥92,733.8961925.898305451.38690321474.511402¥91,259.3871925.898305444.20964441481.688661¥89,777.6981925.898305436.99744991488.900855¥88,288.7991925.898305429.75014971496.148156¥86,7

9、92.64101925.898305422.46757291503.430732¥85,289.21111925.898305415748757¥83,778.46121925.898305407.79590181518.102403¥82,260.36131925.898305400.40646161525.491844¥80,734.87141925.898305392.98105291532.917252¥79,201.95151925.898305385.51950071540.378805¥77,6

10、61.57161925.898305378.0216291547.876676¥76,113.70171925.898305370.4872611555.411044¥74,558.28181925.898305362.91621911562.982086¥72,995.30191925.898305355.30832471570.58998¥71,424.71201925.898305347.66339861578.234907¥69,846.48211925.898305339.98126041585.917045¥68,260.

11、56221925.898305332.2617291593.636576¥66,666.92231925.898305324.50462231601.393683¥65,065.53241925.898305316.70975761609.188548¥63,456.34251925.898305308.8769511617.021354¥61,839.32261925.898305301.00601781624.892287¥60,214.43271925.898305293.09677241632.801533¥58,581.63

12、281925.898305285749277¥56,940.88291925.898305277.16259831648.735707¥55,292.14301925.898305269761011¥53,635.38311925.898305261.07292591664.825379¥51,970.55321925.898305252.96930421672.929001¥50,297.63331925.898305244.82623771681.072068¥48,616.55

13、341925.898305236.64353441689.254771¥46,927.30351925.898305228.42100141697.477304¥45,229.82361925.89830522073986¥43,524.08371925.898305211.85566971714.042635¥41,810.04381925.898305203.51248051722.385825¥40,087.65391925.898305195.12868051730.769625¥38,356.884

14、01925.898305186.70407181739.194233¥36,617.69411925.898305178.23845591747.659849¥34,870.03421925.898305169.73163321756.166672¥33,113.86431925.898305161714902¥31,349.15441925.898305152.59356411773.304741¥29,575.84451925.898305143.96191361781.936392¥27,793.914

15、61925.898305135.28824811790.610057¥26,003.30471925.898305126.57236311799.325942¥24,203.97481925.898305117.81405311808.084252¥22,395.89491925.898305109.01311161816.885194¥20,579.00501925.898305100.16933111825.728974¥18,753.27511925.89830591.282502961834.615802¥16,918.665

16、21925.89830582.352417781843.545887¥15,075.11531925.89830573.378864951852.51944¥13,222.59541925.89830564.36163291861.536672¥11,361.05551925.89830555.300509021870.597796¥9,490.46561925.89830546.195279661879.703026¥7,610.75571925.89830537.045730141888.852575¥5,721.90581925

17、.89830527.851644721898.04666¥3,823.85591925.89830518.612806621907.285499¥1,916.57601925.8983059.3289980151916.569307¥0.00数据准备：年利率月利率年限现值贴现率6%0.00486755160¥51.920.995156028 等本分期偿还表 单位：元年份每年末支付的金额支付当年利息偿还本金未偿还本金金额010000012153.421723486.75505651666.66666798333.3333322145.309139478.6

18、4247231666.66666796666.6666732137.196555470.5298881666.6666679500042129.08397462.41730371666.66666793333.3333352120.971386454.30471941666.66666791666.6666762112.858802446.19213521666.6666679000072104.746218438.07955091666.66666788333.3333382096.633633429.96696661666.66666786666.6666792088.521049421.

19、85438231666.66666785000102080.408465413.74179811666.66666783333.33333112072.29588405.62921381666.66666781666.66667122064.183296397.51662951666.66666780000132056.070712389.40404521666.66666778333.33333142047.958128381.2914611666.66666776666.66667152039.84554337366666775000162031.73295936

20、5.06629241666.66666773333.33333172023.620375356.95370811666.66666771666.66667182015.507791348.84112381666.66666770000192007.395206340.72853961666.66666768333.33333201999.282622332.61595531666.66666766666.66667211991.170038324.5033711666.66666765000221983.057453316.39078671666.66666763333.33333231974

21、.944869308.27820251666.66666761666.66667241966.832285300.16561821666.66666760000251958.719701292.05303391666.66666758333.33333261950.607116283.94044961666.66666756666.66667271942.494532275.82786541666.66666755000281934.381948267.71528111666.66666753333.33333291926.269363259.60269681666.66666751666.6

22、6667301918.156779251.49011251666.66666750000311910.044195243.37752831666.66666748333.33333321901.931611235.2649441666.66666746666.66667331893.81902622766666745000341885.706442219.03977541666.66666743333.33333351877.593858210.92719121666.66666741666.66667361869.481274202.81460691666.6666

23、6740000371861.368689194.70202261666.66666738333.33333381853.256105186.58943831666.66666736666.66667391845.143521178.47685411666.66666735000401837.030936170.36426981666.66666733333.33333411828.918352162.25168551666.66666731666.66667421820.80576815466666730000431812.693184146.0265171666.6

24、6666728333.33333441804.580599137.91393271666.66666726666.66667451796.468015129.80134841666.66666725000461788.355431121.68876411666.66666723333.33333471780.242847113.57617991666.66666721666.66667481772.130262105.46359561666.66666720000491764.01767897.351011311666.66666718333.33333501755.90509489.2384

25、27031666.66666716666.66667511747.79250981.125842761666.66666715000521739.67992573.013258481666.66666713333.33333531731.56734164.90067421666.66666711666.66667541723.45475756.788089931666.66666710000551715.34217248.675505651666.6666678333.333333561707.22958840.562921381666.6666676666.666667571699.1170

26、0432.45033711666.6666675000581691.00441924.337752831666.6666673333.333333591682.89183516.225168551666.6666671666.666667601674.7792518.1125842761666.666667-5.86624E-11数据准备：年利率月利率年限现值贴现率终值年存款率月存款率6%0.00486755160¥51.920.995156028¥67.815%0.004074124等额基金表 单位：元年份每年末支付的金额支付当年利息向偿债基金储蓄偿债基金所得利息实际利息

27、支出偿债基金余额贷款净额01925.90486.761474.630.00486.761474.6398525.3711925.90486.761474.636.01480.752955.2697044.7421925.90486.761474.6312.04474.714441.9395558.0731925.90486.761474.6318.10468.665934.6594065.3541925.90486.761474.6324.18462.587433.4692566.5451925.90486.761474.6330.28456.478938.3791061.6361925.90

28、486.761474.6336.42450.3410449.4289550.5871925.90486.761474.6342.57444.1811966.6288033.3881925.90486.761474.6348.75438.0013490.0086510.0091925.90486.761474.6354.96431.8015019.5884980.42101925.90486.761474.6361.19425.5616555.4083444.60111925.90486.761474.6367.45419.3118097.4881902.52121925.90486.76147

29、4.6373.73413.0219645.8480354.16131925.90486.761474.6380.04406.7221200.5178799.49141925.90486.761474.6386.37400.3822761.5177238.49151925.90486.761474.6392.73394.0224328.8775671.13161925.90486.761474.6399.12387.6425902.6174097.39171925.90486.761474.63105.53381.2227482.7772517.23181925.90486.761474.631

30、11.97374.7929069.3770930.63191925.90486.761474.63118.43368.3230662.4369337.57201925.90486.761474.63124.92361.8332261.9867738.02211925.90486.761474.63131.44355.3233868.0466131.96221925.90486.761474.63137.98348.7735480.6564519.35231925.90486.761474.63144.55342.2037099.8362900.17241925.90486.761474.631

31、51.15335.6138725.6161274.39251925.90486.761474.63157.77328.9840358.0159641.99261925.90486.761474.63164.42322.3341997.0658002.94271925.90486.761474.63171.10315.6543642.7956357.21281925.90486.761474.63177.81308.9545295.2254704.78291925.90486.761474.63184.54302.2246954.3953045.61301925.90486.761474.631

32、91.30295.4648620.3251379.68311925.90486.761474.63198.09288.6750293.0349706.97321925.90486.761474.63204.90281.8651972.5648027.44331925.90486.761474.63211.74275.0153658.9346341.07341925.90486.761474.63218.61268.1455352.1744647.83351925.90486.761474.63225.51261.2457052.3142947.69361925.90486.761474.63232.44254.3258759.3741240.63371925.90486.761474.63239.39247.3660473.3939526.61381925.90486.761474.63246.38240.3862194.3937805.61391925