Equation of Value

Free SOA Exam FM (Financial Mathematics) lesson in Time Value of Money. 13 min read, ~1,922 words.

Equation of value: PV of inflows = PV of outflows at a chosen focal date. Compound interest: any focal date works. Pick whichever simplifies the math. Unknown payment: set focal date at the payment time so has no discount factor. Unknown rate (IRR): focal date at time 0, write NPV...

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