Tema5.ValoracionBajoIncertidumbre
of 10
-
Upload
sindy-moisdi -
Category
Documents
-
view
214 -
download
0
Transcript of Tema5.ValoracionBajoIncertidumbre
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
1/10
AE III. B I
5. E/E.
5.1. A .
H .
,
. L
.
L ,
.
( ) .
E 5.1 E ,
.
:
D
.
E , .
.
E 5.2 E I 35,
() ,
I 35. A I 35
.
5.2. E .
E
,
,
.
; , ,
.
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
2/10
E 5.3 E
.
( )
1 . N
.
E 5.4 C :
(
: 1 ). 100,
150 50. E
200 , 50 .
1 5%. D AD 1 .
)
, A
D, , 1 1 . L : 150
50 , :
150 1 + 50 0 = 150
150 0 + 50 1 = 50
)
, ,
,
:
150 + 50 = 100) D ,
AD.
1 1 + 1 0 = 1
1 0 +1 1 = 1
(
(
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
3/10
) ,
, :
= 1(1+5%)= 0.95241 + 1 = 0.9524
)
,
( ) (
AD):
150 + 50 = 1001 + 1 = 0.9524
:
= 0.5238= 0.4286D , ),
: AD ,
.
= = 1( 1 + )
D 1
1 1 . L < 1 ( 0%)
; AD
, 1
, .
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
4/10
AD,
. A
,
, . A
AD ):
= 200+ 100= 200M 0.5238 + 100M 0.4286 = 147.62MD 200M 100M
, , .
D ,
AOA:
= D , AD 1 0 .
E ,
; A
D
( A
D ).
L
AOA ,
FD
, . E FD A
D.
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
5/10
5.3. .
A :
, (
: ,
), N
:
= :
E ( ,
)
:
=:
E () N :
= . . : . . : . . o C .
o C
.
E
()
N :
= = / . . = /: . . := / . . = /
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
6/10
E 5.5 :
o E ,
(1 + ). E
, B ( , ,
). N B NO
.
o E , . C
. E
= , = .
o E ( )
, , ,
K (). D
( K
> ):
= (0, )
= (0, ). E :
=
. L :
= = (1 + ) = (1 + )= = = =
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
7/10
.
, :
.
N OA
,
:
= ( 1 + ) ( 1 + )
.
,
, OA, ,
.
*L AD.
L (,) OA
,
= . L :
:
= ( 1 + ) ( 1 + )
O :
= (1 + )+ (1 + ) 1 =(1 + )+ (1 + )
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
8/10
D :
=(1 + )
=(1 + )
o :
, > 0 1 =(1 + )+ (1 + ) =(1 + ) =(1 + )
o O:
+ = 10 < 1L , ( ) . E
.
L , : , OA (
).
:
:
= ( 1 + ) ( 1 + )
D:
= (1 + )+ (1 + ) = +
= C+ C
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
9/10
D :
1 =(1 + )+ (1 + )
= 1(1 + ) (1 + )+ (1 + )
= 1(1 + ) (1 + )C+ (1 + )C
:
1 = + = 1(1 + ) + = 1(1 + ) + C
D , , :
=
E , ,
, *, .
= 1
( 1 + )
= 1
( 1 + )
E 5.6. 5.4,
:
:
= 5%
= 0.5238
= 0.4286
-
7/25/2019 Tema5.ValoracionBajoIncertidumbre
10/10
:
=(1 + )=(1 + 5 %) 0.5238 = 0.5499
=(1 + )=(1 + 5 %) 0.4286 = 0.4501
:
= 1( 1 + ) 200 + 100 = 1(1+5%) 2000.5499+1000.4501= 147.62M
, AD.
