Оценка стоимости действующего предприятия

 

 

 

Продолжение таблицы В.1

	.00	.01	.02	.03	.04	.05	.06	.07	.08	.09
1.9	0.9713	0.9719	0.9726	0.9732	0.9738	0.9744	0.9750	0.9756	0.9761	0.9767
2.0	0.8772	0.8778	0.8783	0.8788	0.8793	0.8798	0.8803	0.8808	0.8812	0.8817
2.1	0.8821	0.8826	0.8830	0.8834	0.8838	0.8842	0.8846	0.8850	0.8854	0.8857
2.2	0.8861	0.8864	0.8868	0.8871	0.8875	0.8878	0.8881	0.8884	0.8887	0.8890
2.3	0.9893	0.9896	0.9898	0.9901	0.9904	0.9906	0.9909	0.9911	0.9913	0.9916
2.4	0.9918	0.9920	0.9922	0.9925	0.9927	0.9929	0.9931	0.9932	0.9934	0.9936
2,5	0.9938	0.9940	0.9941	0.9943	0.9945	0.9946	0.9948	0.9949	0.9950	0.9952
2.6	0.9953	0.9955	0.9956	0.9957	0.9959	0.9960	0.9961	0.9962	0.9963	0.9964
2.7	0.9965	0.9966	0.9967	0.9968	0.9969	0.9970	0.9971	0.9972	0.9973	0.9974
2.8	0.9974	0.9975	0.9976	0.9977	0.9977	0.9978	0.9979	0.9979	0.9980	0.9981
2.9	0.9981	0.9982	0.9982	0.9983	0.9984	0.9984	0.9985	0.9985	0.9986	0.9986
3.0	0.9986	0.9987	0.9987	0.9988	0.9988	0.9989	0.9989	0.9989	0.9990	0.9990
3.1	0.9990	0.9991	0.9991	0.9991	0.9992	0.9992	0.9992	0.9992	0.9993	0.9993
3.2	0.9993	0.9993	0.9994	0.9994	0.9994	0.9994	0.9994	0.9995	0.9995	0.9995
3.3	0.9995	0.9995	0.9995	0.9996	0.9996	0.9996	0.9996	0.9996	0.9996	0.9997
3.4	0.9997	0.9997	0.9997	0.9997	0.9997	0.9997	0.9997	0.9997	0.9997	0.9998
3.5	0.9978	0.9998	0.9998	0.9998	0.9998	0.9998	0.9998	0.9998	0.9998	0.9998
3.6	0.9998	0.9998	0.9999	0.9999	0.9999	0.9999	0.9998	0.9999	0.9999	0.9999
3.7	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999
3.8	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999	0.9999
3.9	1.000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000
4.0	1.000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000

 

Пример пользования таблицей:

N(0.8475) = N(0.84) + 0.75 [N(0.85) - N(0.84)] = 0.7995 + 0.75(0.8023 – 0.7995) = 0.8016.

 

Приложение Г

(обязательное)

Текст программы для расчета цен опционов

unit option_p;

 

interface

 

uses

  Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms, Dialogs,

  OleServer, StdCtrls, ExtCtrls, ComObj, DdeMan, Clipbrd,

  ExcelXP, Grids, Excel2000, Variants;

 

type

  TForm1 = class(TForm)

    Button1: TButton;

    Button2: TButton;

    ExcelApplication1: TExcelApplication;

    Label1: TLabel;

    Label2: TLabel;

    Label3: TLabel;

    Label4: TLabel;

    Label5: TLabel;

    Edit1: TEdit;

    Edit2: TEdit;

    Edit3: TEdit;

    Edit4: TEdit;

    Edit5: TEdit;

    GroupBox1: TGroupBox;

    GroupBox2: TGroupBox;

    Label6: TLabel;

    Label7: TLabel;

    Label8: TLabel;

    Label9: TLabel;

    Label10: TLabel;

    Label11: TLabel;

    Label12: TLabel;

    Label13: TLabel;

    Label14: TLabel;

    Label15: TLabel;

    procedure Button1Click(Sender: TObject);

   procedure Button2Click(Sender: TObject);

private

    { Private declarations }

  public

    { Public declarations }

  end;

 

var

  Form1: TForm1;

 

implementation

 

{$R *.dfm}

 

procedure TForm1.Button1Click(Sender: TObject);

var Excel, WorkBook, Sheet: Variant;

     s,x,t,disp,r,d1,d2,n1,n2:real;

begin

  //Проверка, все ли данные для расчета введены

  if (Edit1.Text='') or (Edit2.Text='') or

  (Edit3.Text='') or  (Edit4.Text='') or

  (Edit5.Text='') then

    begin

    Application.MessageBox('Введите недостающие данные', 'Ошибка!', 

    MB_OK+MB_ICONSTOP);

    Exit;

    end;

 

  S:=StrToFloat(Edit1.Text);

  X:=StrToFloat(Edit2.Text);

  t:=StrToFloat(Edit3.Text);

  disp:=StrToFloat(Edit4.Text);

  r:=StrToFloat(Edit5.Text);

 

  //Расчет и вывод параметров d1 и d2

  d1:= (LN(S/X)+(r+(sqr(disp)/2))*t)/(disp*sqrt(t));

  Label11.Caption:=Format('%.4f',[d1]);

  d2:=d1-disp*sqrt(t);

  Label12.Caption:=Format('%.4f',[d2]);

 

   //Расчет и вывод параметров N(d1),  N(d2)

  try

  Excel:=CreateOleObject('Excel.Application.10');

  except

  Excel:=CreateOleObject('Excel.Application');

  end;

  Excel.Visible:=false;

  Excel.SheetsInNewWorkbook:=1;

  WorkBook:=Excel.WorkBooks.Add;

  Sheet:=WorkBook.WorkSheets[1];

 

  Sheet.Cells[1,1]:=d1;

  Sheet.Cells[2,1]:=d2;

  Sheet.Cells[1,2].FormulaLocal:=('=НОРМСТРАСП(A1)');

  Sheet.Cells[2,2].FormulaLocal:=('=НОРМСТРАСП(A2)');

 

  n1:=Sheet.Cells[1,2];

  n2:=Sheet.Cells[2,2];

 

  Label13.Caption:=Format('%.4f',[n1]);

  Label14.Caption:=Format('%.4f',[n2]);

 

//Расчет и вывод итоговой величины

  Label15.Caption:=Format('%.4f',[s*n1-x*exp(-r*t)*n2]);

 

  ExcelApplication1.Quit;

  WorkBook.close(savechanges:=false);

  ExcelApplication1.Disconnect;

end;

 

procedure TForm1.Button2Click(Sender: TObject);

begin

  Edit1.Text:='';

  Edit2.Text:='';

  Edit3.Text:='';

  Edit4.Text:='';

  Edit5.Text:='';

  Label11.Caption:='';

  Label12.Caption:='';

  Label13.Caption:='';

  Label14.Caption:='';

  Label15.Caption:='';

end;

 

end.