Quants Flashcards
1
Q
Ear and compounded cont EAR
A
Ear = (1+r/t)^t
Ear cont comp = e^r - 1
2
Q
Twrr
A
Based on time it was held
3
Q
Mwrr
A
Based on size of money under mngmt
4
Q
Bank disc basis
A
Disc/fv x 360/t
5
Q
Effective annual yield
A
(1+hpr)^365/t - 1
6
Q
Rmm
A
Rmm = 360rbd/ 360-t x rbd
Rmm = rbd (fv/P0)
Rmm = hpr x (360/t)
