Examen 2ª Conv. test 2007 - Exámenes de Matemática Financiera

   

 



!" #$" #%# & '( )*$+',& -,!" ./), $,'$($0 '1(2(' -

*((,'-,/)(' ,3". -4(/)5(!(6 33".-4(/)5 ((6"

/),'(*,$(& 7+

(8(*,$(& 79 (&,$(-4 :,$ 7

;8(*,$(& 79 (&,$( *#,

&8(*,$(& 79 (&,$(*($& (#,'&*#,<(

-8(*,$(& 79 (&,$(''(#,'&*#,<(



"(;,' /),=!"> 8?=!"!!>8>#( *$* ,'(' @'$ &(-, #4,/) :(#@& (

9 (&,$((9 $(/),

(8=!"!!>8?=!"!!>8 ;8=">8?="A>8

&8=!">8?=!"!!>8 -8=!"!!>8?=!">8



B"# &(* '(#9 (&,$,/) :(#,' (=">8 ,,#- 9,$ ,' 4C -(',#

9(&'$9 (&,$

(

)

3D!!>9 =

+

(8="!>8

;8=">8

&8="3>8

-8*($' $-,#,-(-,-,#4,)& ('>E*-,(;,$"



A"#'(' (#-,-,&*',-,#4*,$(& 79 (&,$(=3>8?=3!43>438

+

(8-=>438CA4F ;8-=>438C4ABGF

&8-=>438C43F -8-=>438C3F



3" , #( *$* ,'(' -, #( :,$' ; # '(' -,# 9(&'$ 9 (&,$> /) ( -,#,

,H,'(9 $(& +&,$'(I

(89=>B8%9=B>8C ;89=>B8%9=B>8C!

&89=>B8%9=B>8J! -89=>B8%9=B>8K!



L"()(9 (&,$(-,#&1)'-,&(* '(#9 (&,$M=>8>=>!8>=>8N

,,#- 9,$ ,'4C>-(',#9(&'$9 (&,$

(

)

D

3D!D>9

−

+

(8=34!A>8 ;8=L>8

&8=34!G>8 -8=LB43>8



")$('/)('-,',*&(#(', $)( * & 7-,B".*,$;', $)

',$@''(#-,B. #4*,$(& 7,*(&'(() ',$@ *#,:,2)'-,#FI

(8'C!43(6 ;8'C!(6

&8'C43(6 -8'C43(6



",9,&', &,$& (#-, (# A"3,)$>/), :,2 -4(/)5(B- ,>,

-,&*'( , $@  9 (&,$-, -,&*', &,$& (# (# LF" (;,' /),

#4,' '(' 9 (&,$( (*# &( )( &  7 -,# 43F> /)  ,$0 ,# #5/) -

;' )',,#-,&*',I

(85/) -A"AAB43. 

;85/) -A"AAB4L.

&85/) -A"AAA4L. 

-85/) -A"AAB4G.



G" :) 4(-/) $, <*,$ G4LB,)$)*(($+ -4,*$,((; :,& ,'(

G - , ( ) '(' -,# A43F") ( -, #,,H,' ,<*$,  *,$,'

;', $,#,) (#I

(8

BL

G

%A3D!%LBDGD

−











+=

 ;8











+= BL3

G

%A3D!%LBDGD



BL

G

%A3D!%LBDGD

−











−=

 -8

( )

BL3

G

A3D!%LBDGD +=



!" ) + ,# '(' -, -,&*',&,$& (# ,/) :(#,' () '('-4 ',$@

 *#,:,2)'-,#3F,)(*,$(& 79 (&,$((L,I

(8-C34LBF ;8-C34!F

&8-C34F -8-CA4F



!!"&*',&$$,'/),$,),$(() ',$@&$,- '$-,#FE((' )'

)(#- '10&$,- '$-,G ,)$-)$(',#, -,1)# #"$,,'&(

;(,-,&0#&)##4(6(')$(#>,# ',$,/),,# /) -($ , (/),',,

&(#&)#($ ,(*($' $-,

(8C

G%D

 ;8C

BL3

%G%D



&8C

!

%G%D

 -8C













BL3

%D!%G



!"#9(&'$9 (&,$-,#4 ',$@&*'+

(8

(

)



!

−

 ;8

%*





!











+



&8

( )



%!+

 -8

(

)

%'



!+



=,,' ' ',$   -, #4*,$(& 7O  * *,$5-, -, &(* '(# P(& 7O





 ',$@

,9,&' )-,9$,/H@& (-,&(* '(# 'P(& 78



!B"-,&*'()(&' )-, (#L". :,& ,'-4(/)5(!,"

 ,#' *)-,-,&*',(*# &(' +-,#LF (#-,*,$ - & '(',)(#>

/) (-, #,,H,' ,<*$, *,$,'&(#&)#($,# #5/) -;' )' ,,#

-,&*',I

(85/) -











−!

!

%LD!%"L

 ;85/) -

( )

!

!

LD!%"L −



&85/) -

!

!

LD

!%"L 









− -85/) -

!

!

LD

!%"L

−











+



!A"(' )' *) -4 ',$@ (# -,*,$ - & '('()(# F!

=>/)  +

,#' *)-4 ',$@ (#-,*,$ - & '(',)(#,/) :(#,'I

(8 FBD!!

!

= ;8 F!

!

=

&8 FGAGD

!

= -8 FL!BD!

!

=



!3"-4 ',$@&*'( )'(' 

>>,# :(#$-,#&1)'-,&(* '(#

(

)

(

)

(

)

{

}

>3>B>>!>! (C +



Q"#(:$> ,*' (9 $($/),,# :(#$

-,#&1)'(4C>



Q>+

(8



QQ <

;8

(

)

(

)

(

)



!

!%3!%!%!Q

−−−

+++++= 

&8

(

)



!

!%QQ += 

-8

(

)

(

)

(

)



!!

!%3!%!%!Q +++++= 



!L" - : -) &*$()(&' )-, (# !",)$(; :,& ,'BL3

- , *,$ GLB4LL ." ) ( + #( $,- ; # '('> ,<*$,(-( , '(' ,9,&' )

-4 ',$@()(#>/),;'+#4 - : -) ('+#4(&' )9 (#,):,& ,'I

(8 =

B4!GF ;8 =

B4!F

&8 =

B4AF -8 =

B4LBAF



!"

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Examen 2ª Conv. test 2007, Exámenes de Matemática Financiera

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