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W 2 Notes

The document discusses key financial concepts related to the time value of money, including Future Value (FV), Present Value (PV), Loan Amortization, Perpetuity, and Growing Annuity. It explains their meanings, types, practical relevance, and provides formulas for calculating FV and PV for single and series cash flows. Additionally, it includes Excel functions for loan amortization and examples to illustrate each concept.

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Shubham Digari
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0% found this document useful (0 votes)
21 views6 pages

W 2 Notes

The document discusses key financial concepts related to the time value of money, including Future Value (FV), Present Value (PV), Loan Amortization, Perpetuity, and Growing Annuity. It explains their meanings, types, practical relevance, and provides formulas for calculating FV and PV for single and series cash flows. Additionally, it includes Excel functions for loan amortization and examples to illustrate each concept.

Uploaded by

Shubham Digari
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Week 2 – Time value of Money

1. Future Value (FV)

Meaning:​
Future Value refers to the worth of today’s money at a specific point in the future, assuming it
earns interest or investment returns over time. It captures the idea that money grows when it
is invested.

●​ If you deposit ₹1,000 in a savings account today, in one year it will be more than
₹1,000 because the bank pays you interest.

●​ The higher the interest rate or the longer the period, the greater the future value.

Types:

●​ Single Cash Flow: A one-time investment made today grows into a larger amount in
the future.

●​ Series of Cash Flows (Annuity): Regular contributions (monthly, yearly) accumulate to


a larger future value.

Practical Finance Relevance:

●​ Helps investors forecast the maturity value of FDs, SIPs, or retirement funds.

●​ Used in setting financial goals (e.g., how much today will become in 10 years).

2. Present Value (PV)

Meaning:​
Present Value is the current worth of a sum of money that is expected in the future,
discounted at a given rate of return. It represents the principle that a rupee today is more
valuable than a rupee tomorrow because today’s rupee can be invested.

●​ Example: If you are promised ₹10,000 after 5 years, you may ask: “How much is that
worth today if my required return is 8%?”

Types:

●​ Single Cash Flow: Value today of a one-time payment in the future.

●​ Series of Cash Flows (Annuity): Value today of regular payments received in the future
(like pensions or lease payments).
Practical Finance Relevance:

●​ Used in investment appraisal, bond pricing, and project evaluation.

●​ Helps compare different opportunities by bringing all values to “today’s terms.”

3. Loan Amortization (PMT, IPMT, PPMT Concepts)

Meaning:​
Loan amortization refers to the process of repaying a loan through fixed, periodic payments
over time. Each payment consists of two parts:

1.​ Interest portion – payment for using borrowed funds.

2.​ Principal portion – reduction in the outstanding loan balance.

Key Characteristics:

●​ At the beginning, the interest component is higher since the outstanding loan is large.

●​ As time passes, the principal portion increases and interest decreases.

Practical Finance Relevance:

●​ Used by banks to structure home loans, car loans, and business loans.

●​ Helps borrowers understand how much of their EMI goes toward interest vs principal.

●​ Provides a complete amortization schedule, showing balance reduction over time.

4. Perpetuity

Meaning:​
A perpetuity is a series of equal cash flows that continue indefinitely (forever). Unlike an
annuity, which ends after a fixed time, a perpetuity has no maturity.

Examples:

●​ Preferred shares that pay a fixed dividend forever.

●​ Endowment funds that provide annual scholarships indefinitely.

Key Idea:​
The value of a perpetuity depends on the size of the payment and the required rate of return.
Practical Finance Relevance:

●​ Useful in valuing certain financial securities like perpetual bonds.

●​ Applied in financial planning where indefinite support (like charity funds) is expected.

5. Growing Annuity

Meaning:​
A growing annuity is a series of periodic payments that increase at a constant growth rate for
a fixed period. Unlike a normal annuity (where each payment is equal), here each payment is
larger than the previous one.

Example:

●​ A company pays dividends that grow by 5% every year for the next 10 years.

●​ An employee’s salary increases by 4% every year for a contract period of 5 years.

Key Idea:​
The present value of a growing annuity considers both the time value of money and the
growth factor in payments.

Practical Finance Relevance:

●​ Widely used in stock valuation (Dividend Discount Models).

●​ Useful in forecasting project cash flows that grow over time.

●​ Helps in personal finance to value pension or salary streams that increase yearly.

1. Future Value (FV) – Single and Series of Cash Flows

(a) Single Cash Flow

Formula (manual):​
FV = PV × (1 + r)^n

●​ PV = Present Value (initial investment)

●​ r = Interest rate per period

●​ n = Number of periods
Excel Formula:​
=FV(rate, nper, pmt, [pv], [type])

●​ rate → interest rate per period

●​ nper → number of periods

●​ pmt → periodic payment (0 if not used)

●​ pv → present value (entered as negative if it’s an outflow)

●​ type → 0 (end of period, default) or 1 (beginning of period)

Example:​
Investment of 10,000 at 8% annual interest for 5 years:​
FV = 10000 × (1 + 0.08)^5 = 14,693​
Excel: =FV(8%,5,0,-10000) → 14,693

(b) Future Value of a Series (Annuity)

Formula (manual):​
FV = PMT × [((1 + r)^n – 1) / r]

Example:​
Deposit 1,000 every year for 5 years at 10%:​
FV = 1000 × [(1.10^5 – 1) / 0.10] = 6,105​
Excel: =FV(10%,5,-1000,0,0) → 6,105

💡 Used for SIPs, recurring deposits, pension savings.


2. Present Value (PV) – Single and Series of Cash Flows

(a) Single Cash Flow

Formula (manual):​
PV = FV ÷ (1 + r)^n

Excel Formula:​
=PV(rate, nper, pmt, [fv], [type])

Example:​
Future cash inflow of 20,000 after 4 years, discount rate = 10%:​
PV = 20000 ÷ (1.10^4) = 13,660​
Excel: =PV(10%,4,0,-20000,0) → 13,660

(b) Present Value of a Series (Annuity)

Formula (manual):​
PV = PMT × [1 – (1 + r)^(-n)] / r

Example:​
Receive 5,000 every year for 6 years at 12% discount rate:​
PV = 5000 × [1 – (1.12)^(-6)] / 0.12 = 21,239​
Excel: =PV(12%,6,5000,0,0) → 21,239

💡 Used for pension valuation, bond pricing, lease agreements.


3. Loan Amortization (PMT, IPMT, PPMT)

Excel Functions

1.​ PMT → Payment amount​


=PMT(rate, nper, pv, [fv], [type])

2.​ IPMT → Interest portion in a given period​


=IPMT(rate, per, nper, pv, [fv], [type])

3.​ PPMT → Principal portion in a given period​


=PPMT(rate, per, nper, pv, [fv], [type])

Example

Loan: 5,00,000 at 12% annual rate, tenure = 5 years, monthly installments

●​ Monthly rate = 12% / 12 = 1%

●​ Periods = 5 × 12 = 60

1.​ EMI = =PMT(12%/12, 60, -500000) → 11,122

2.​ Interest (1st month) = =IPMT(12%/12, 1, 60, -500000) → -5,000

3.​ Principal (1st month) = =PPMT(12%/12, 1, 60, -500000) → -6,122


Amortization schedule = build table for each period with IPMT & PPMT.

💡 Used for home loans, car loans, business loans.


4. Perpetuity and Growing Annuity

(a) Perpetuity

Formula (manual):​
PV = C / r

●​ C = annual cash flow

●​ r = discount rate

Example:​
Perpetual bond paying 100 annually, discount rate = 5%​
PV = 100 / 0.05 = 2,000

💡 Used for valuing perpetual bonds, preferred shares.


(b) Growing Annuity

Formula (manual):​
PV = PMT × [1 – ((1 + g) / (1 + r))^n] / (r – g)

●​ PMT = first payment

●​ g = growth rate

●​ r = discount rate

●​ n = number of periods

Example:​
Payment starts at 100, grows at 4% per year, discount rate = 10%, duration = 10 years​
PV = 100 × [1 – ((1.04 / 1.10)^10)] / (0.10 – 0.04) = 772

💡 Used in dividend discount models, project appraisals, salary forecasting.

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