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Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Outils danalyse quantitative (L1)
TD 4 (Correction)
Universite du Maine, France
Download: http://www.univ-lemans.fr/
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TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 1
Denition :
i =1
C
i
= 12 100 + 100 t
m
(1 + 2 + 3 + + 12)
= 1200 + 0.0037 100 (
12 13
2
)
= 1228.85
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 4
Rappel :
la valeur acquise
.
C
n
= C
0
(1 + i )
n
et
la valeur actuelle
.
C
0
= C
n
(1 + i )
n
1). C
0
= 1000, n = 6 et i
a
= 0.05
C
n
= C
0
(1 + i )
n
= C
6
= 1000(1 + 0.05)
6
= 1340.095
2). C
0
= 10000, i
a
= 0.052 et C
n
= 15000
C
n
= C
0
(1 + i )
n
= n =
ln
C
n
C
0
ln(1+i )
= 8
3). C
0
, C
n
= 2 C
0
et n = 9
C
n
= C
0
(1 + i )
n
= i =
n
_
C
n
C
0
1 = 0.08
4). 2 C
0
= C
0
(1 + 0.12)
n
= n =
ln 2
ln 1.12
= 6
5). C
0
= 10000 (1.1)
7
= 51316
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 4
Rappel :
la valeur acquise
.
C
n
= C
0
(1 + i )
n
et
la valeur actuelle
.
C
0
= C
n
(1 + i )
n
1). C
0
= 1000, n = 6 et i
a
= 0.05
C
n
= C
0
(1 + i )
n
= C
6
= 1000(1 + 0.05)
6
= 1340.095
2). C
0
= 10000, i
a
= 0.052 et C
n
= 15000
C
n
= C
0
(1 + i )
n
= n =
ln
C
n
C
0
ln(1+i )
= 8
3). C
0
, C
n
= 2 C
0
et n = 9
C
n
= C
0
(1 + i )
n
= i =
n
_
C
n
C
0
1 = 0.08
4). 2 C
0
= C
0
(1 + 0.12)
n
= n =
ln 2
ln 1.12
= 6
5). C
0
= 10000 (1.1)
7
= 51316
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 4
Rappel :
la valeur acquise
.
C
n
= C
0
(1 + i )
n
et
la valeur actuelle
.
C
0
= C
n
(1 + i )
n
1). C
0
= 1000, n = 6 et i
a
= 0.05
C
n
= C
0
(1 + i )
n
= C
6
= 1000(1 + 0.05)
6
= 1340.095
2). C
0
= 10000, i
a
= 0.052 et C
n
= 15000
C
n
= C
0
(1 + i )
n
= n =
ln
C
n
C
0
ln(1+i )
= 8
3). C
0
, C
n
= 2 C
0
et n = 9
C
n
= C
0
(1 + i )
n
= i =
n
_
C
n
C
0
1 = 0.08
4). 2 C
0
= C
0
(1 + 0.12)
n
= n =
ln 2
ln 1.12
= 6
5). C
0
= 10000 (1.1)
7
= 51316
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 4
Rappel :
la valeur acquise
.
C
n
= C
0
(1 + i )
n
et
la valeur actuelle
.
C
0
= C
n
(1 + i )
n
1). C
0
= 1000, n = 6 et i
a
= 0.05
C
n
= C
0
(1 + i )
n
= C
6
= 1000(1 + 0.05)
6
= 1340.095
2). C
0
= 10000, i
a
= 0.052 et C
n
= 15000
C
n
= C
0
(1 + i )
n
= n =
ln
C
n
C
0
ln(1+i )
= 8
3). C
0
, C
n
= 2 C
0
et n = 9
C
n
= C
0
(1 + i )
n
= i =
n
_
C
n
C
0
1 = 0.08
4). 2 C
0
= C
0
(1 + 0.12)
n
= n =
ln 2
ln 1.12
= 6
5). C
0
= 10000 (1.1)
7
= 51316
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 4
Rappel :
la valeur acquise
.
C
n
= C
0
(1 + i )
n
et
la valeur actuelle
.
C
0
= C
n
(1 + i )
n
1). C
0
= 1000, n = 6 et i
a
= 0.05
C
n
= C
0
(1 + i )
n
= C
6
= 1000(1 + 0.05)
6
= 1340.095
2). C
0
= 10000, i
a
= 0.052 et C
n
= 15000
C
n
= C
0
(1 + i )
n
= n =
ln
C
n
C
0
ln(1+i )
= 8
3). C
0
, C
n
= 2 C
0
et n = 9
C
n
= C
0
(1 + i )
n
= i =
n
_
C
n
C
0
1 = 0.08
4). 2 C
0
= C
0
(1 + 0.12)
n
= n =
ln 2
ln 1.12
= 6
5). C
0
= 10000 (1.1)
7
= 51316
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 5
C
0
= 300000
_
_
_
12 ans =18 12
13 ans =18 13
16 ans =18 16
i = 0.075, taux de capitalisation
1 + i
semestriel
= (1 + i
annuel
)
1
2
1 + i
trimestriel
= (1 + i
annuel
)
1
4
1 + i
mensuel
= (1 + i
annuel
)
1
12
1 + i
journalier
= (1 + i
annuel
)
1
360
1 + i
m
= (1 + i
a
)
1
12
i
m
= (1.08)
1
12
1 = 0.0064
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 6
Rappel : taux dinteret
1 + i
semestriel
= (1 + i
annuel
)
1
2
1 + i
trimestriel
= (1 + i
annuel
)
1
4
1 + i
mensuel
= (1 + i
annuel
)
1
12
1 + i
journalier
= (1 + i
annuel
)
1
360
1 + i
m
= (1 + i
a
)
1
12
i
m
= (1.08)
1
12
1 = 0.0064
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 7
.
.
.
.
.
.
C
1
= 0
C
0
= 0
C
2
+ C
3
+ + C
9
= 1000 (1.03)
2
[1 + (1.03) + (1.03)
2
+ + (1.03)
7
]
= 1000 (1.03)
2
1 (1.03)
7+1
1 1.03
= 9433.9
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 7
.
.
.
.
.
.
C
1
= 0
C
0
= 0
C
2
+ C
3
+ + C
9
= 1000 (1.03)
2
[1 + (1.03) + (1.03)
2
+ + (1.03)
7
]
= 1000 (1.03)
2
1 (1.03)
7+1
1 1.03
= 9433.9
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 7
.
.
.
.
.
.
C
1
= 0
C
0
= 0
C
2
+ C
3
+ + C
9
= 1000 (1.03)
2
[1 + (1.03) + (1.03)
2
+ + (1.03)
7
]
= 1000 (1.03)
2
1 (1.03)
7+1
1 1.03
= 9433.9
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 7
.
.
.
.
.
.
C
1
= 0
C
0
= 0
C
2
+ C
3
+ + C
9
= 1000 (1.03)
2
[1 + (1.03) + (1.03)
2
+ + (1.03)
7
]
= 1000 (1.03)
2
1 (1.03)
7+1
1 1.03
= 9433.9
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 7
.
.
.
.
.
.
C
1
= 0
C
0
= 0
C
2
+ C
3
+ + C
9
= 1000 (1.03)
2
[1 + (1.03) + (1.03)
2
+ + (1.03)
7
]
= 1000 (1.03)
2
1 (1.03)
7+1
1 1.03
= 9433.9
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 7
.
.
.
.
.
.
C
1
= 0
C
0
= 0
C
2
+ C
3
+ + C
9
= 1000 (1.03)
2
[1 + (1.03) + (1.03)
2
+ + (1.03)
7
]
= 1000 (1.03)
2
1 (1.03)
7+1
1 1.03
= 9433.9
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 8
1). x = e
log x
, (1 +
j
n
)
nt
= e
log(1+
j
n
)
nt
lim
n+
(1 +
j
n
)
nt
= lim
n+
e
log(1+
j
n
)
nt
lim
n+
log(1 +
j
n
)
nt
= lim
n+
(nt) log(1 +
j
n
)
= lim
n+
jt
log(1 +
j
n
)
j
n
= jt lim
n+
log(1 +
j
n
)
j
n
sachant que
lim
x0
log(1 + x)
x
= 1
lim
n+
log(1 +
j
n
)
nt
= jt
donc,
lim
n+
(1 +
j
n
)
nt
= e
jt
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 8
1). x = e
log x
, (1 +
j
n
)
nt
= e
log(1+
j
n
)
nt
lim
n+
(1 +
j
n
)
nt
= lim
n+
e
log(1+
j
n
)
nt
lim
n+
log(1 +
j
n
)
nt
= lim
n+
(nt) log(1 +
j
n
)
= lim
n+
jt
log(1 +
j
n
)
j
n
= jt lim
n+
log(1 +
j
n
)
j
n
sachant que
lim
x0
log(1 + x)
x
= 1
lim
n+
log(1 +
j
n
)
nt
= jt
donc,
lim
n+
(1 +
j
n
)
nt
= e
jt
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 8
1). x = e
log x
, (1 +
j
n
)
nt
= e
log(1+
j
n
)
nt
lim
n+
(1 +
j
n
)
nt
= lim
n+
e
log(1+
j
n
)
nt
lim
n+
log(1 +
j
n
)
nt
= lim
n+
(nt) log(1 +
j
n
)
= lim
n+
jt
log(1 +
j
n
)
j
n
= jt lim
n+
log(1 +
j
n
)
j
n
sachant que
lim
x0
log(1 + x)
x
= 1
lim
n+
log(1 +
j
n
)
nt
= jt
donc,
lim
n+
(1 +
j
n
)
nt
= e
jt
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 8
1). x = e
log x
, (1 +
j
n
)
nt
= e
log(1+
j
n
)
nt
lim
n+
(1 +
j
n
)
nt
= lim
n+
e
log(1+
j
n
)
nt
lim
n+
log(1 +
j
n
)
nt
= lim
n+
(nt) log(1 +
j
n
)
= lim
n+
jt
log(1 +
j
n
)
j
n
= jt lim
n+
log(1 +
j
n
)
j
n
sachant que
lim
x0
log(1 + x)
x
= 1
lim
n+
log(1 +
j
n
)
nt
= jt
donc,
lim
n+
(1 +
j
n
)
nt
= e
jt
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
2). Par hypoth`ese, apr`es une fraction
1
n
annee.
C1
n
= C
0
(1 +
j
n
)
= La valeur acquise au bout de n periodes (c`ad 1 an)
C
i
= C
0
(1 +
j
n
)
n
plus generalement, apr`es t annee (n t periodes)
C
t
= C
0
(1 +
j
n
)
nt
3). En cas de capitalisation = n +
lim
n+
C
t
= lim
n+
C
0
(1 +
j
n
)
nt
= C
0
e
jt
4). La somme acquise `a interet composee apr`es t annees est :
C
t
= C
0
(1 + i )
t
= C
0
(1.05)
t
Si la capitalisation est continue, le taux j est equivalent `a i , sil conduit au
meme montant nal.
_
C
t
= C
0
e
jt
C
t
= C
0
(1 + i )
t
e
jt
= (1 + i )
t
j = log(1 + i ) = 0.0488
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
2). Par hypoth`ese, apr`es une fraction
1
n
annee.
C1
n
= C
0
(1 +
j
n
)
= La valeur acquise au bout de n periodes (c`ad 1 an)
C
i
= C
0
(1 +
j
n
)
n
plus generalement, apr`es t annee (n t periodes)
C
t
= C
0
(1 +
j
n
)
nt
3). En cas de capitalisation = n +
lim
n+
C
t
= lim
n+
C
0
(1 +
j
n
)
nt
= C
0
e
jt
4). La somme acquise `a interet composee apr`es t annees est :
C
t
= C
0
(1 + i )
t
= C
0
(1.05)
t
Si la capitalisation est continue, le taux j est equivalent `a i , sil conduit au
meme montant nal.
_
C
t
= C
0
e
jt
C
t
= C
0
(1 + i )
t
e
jt
= (1 + i )
t
j = log(1 + i ) = 0.0488
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
2). Par hypoth`ese, apr`es une fraction
1
n
annee.
C1
n
= C
0
(1 +
j
n
)
= La valeur acquise au bout de n periodes (c`ad 1 an)
C
i
= C
0
(1 +
j
n
)
n
plus generalement, apr`es t annee (n t periodes)
C
t
= C
0
(1 +
j
n
)
nt
3). En cas de capitalisation = n +
lim
n+
C
t
= lim
n+
C
0
(1 +
j
n
)
nt
= C
0
e
jt
4). La somme acquise `a interet composee apr`es t annees est :
C
t
= C
0
(1 + i )
t
= C
0
(1.05)
t
Si la capitalisation est continue, le taux j est equivalent `a i , sil conduit au
meme montant nal.
_
C
t
= C
0
e
jt
C
t
= C
0
(1 + i )
t
e
jt
= (1 + i )
t
j = log(1 + i ) = 0.0488
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 9
Soit i
24
le taux proportionnel par 15 jours, i
24
=
i
a
24
.
Les interets acquis au 1
er
Janvier 2003, suite au 12 dep ots mensuel de 500
euros est :
I = 500(0.03
24 1
24
) + 500(0.03
24 3
24
) + + 500(0.03
24 23
24
)
= 500 0.03
1
24
(23 + 21 + + 1)
= 500 0.03
1
24
[12
(23 + 1)
2
]
= 90
Le montant acquis au 1
er
Janvier 2003 : C
1
= 12C
0
+ I = 6090
Le montant acquis au 1
er
Janvier 2004 : C
2
= C
1
(1 + 0.03) + C
1
= 12362.7
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 9
Soit i
24
le taux proportionnel par 15 jours, i
24
=
i
a
24
.
Les interets acquis au 1
er
Janvier 2003, suite au 12 dep ots mensuel de 500
euros est :
I = 500(0.03
24 1
24
) + 500(0.03
24 3
24
) + + 500(0.03
24 23
24
)
= 500 0.03
1
24
(23 + 21 + + 1)
= 500 0.03
1
24
[12
(23 + 1)
2
]
= 90
Le montant acquis au 1
er
Janvier 2003 : C
1
= 12C
0
+ I = 6090
Le montant acquis au 1
er
Janvier 2004 : C
2
= C
1
(1 + 0.03) + C
1
= 12362.7
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 9
Soit i
24
le taux proportionnel par 15 jours, i
24
=
i
a
24
.
Les interets acquis au 1
er
Janvier 2003, suite au 12 dep ots mensuel de 500
euros est :
I = 500(0.03
24 1
24
) + 500(0.03
24 3
24
) + + 500(0.03
24 23
24
)
= 500 0.03
1
24
(23 + 21 + + 1)
= 500 0.03
1
24
[12
(23 + 1)
2
]
= 90
Le montant acquis au 1
er
Janvier 2003 : C
1
= 12C
0
+ I = 6090
Le montant acquis au 1
er
Janvier 2004 : C
2
= C
1
(1 + 0.03) + C
1
= 12362.7
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 10
1). C
0
= 50000 dure une periode 4 ans et 7 mois (55 mois)
1 + i
m
= (1 + i
a
)
1
12
, avec i
a
= 0.04
le taux mensuel equivalent au taux annuel est (1.04)
1
12
1
La valeur acquise au bout de 55 mois est donc :
C
55
= C
0
_
1 + (1.04)
1
12
1
_
55
= C
0
(1.04)
55
12
59846
2). A lissue de la 4
eme
annee, la somme placee est
C
4
= 50000 (1.04)
4
= 58492.93
Linteret acquis sur 7 mois, I , si les fractions dannee donne naissance `a des
interets simples.
I = C
4
(
i
a
12
7) = 1364.83
La valeur acquise au bout de 4 ans et 7 mois :
C
4+
7
12
= C
4
+ I = 59857.76
= La dierence entre 2 methodes est faible.
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 10
1). C
0
= 50000 dure une periode 4 ans et 7 mois (55 mois)
1 + i
m
= (1 + i
a
)
1
12
, avec i
a
= 0.04
le taux mensuel equivalent au taux annuel est (1.04)
1
12
1
La valeur acquise au bout de 55 mois est donc :
C
55
= C
0
_
1 + (1.04)
1
12
1
_
55
= C
0
(1.04)
55
12
59846
2). A lissue de la 4
eme
annee, la somme placee est
C
4
= 50000 (1.04)
4
= 58492.93
Linteret acquis sur 7 mois, I , si les fractions dannee donne naissance `a des
interets simples.
I = C
4
(
i
a
12
7) = 1364.83
La valeur acquise au bout de 4 ans et 7 mois :
C
4+
7
12
= C
4
+ I = 59857.76
= La dierence entre 2 methodes est faible.
TD 4
Exercice 1
Exercice 2
Exercice 3
Exercice 4
Exercice 5
Exercice 6
Exercice 7
Exercice 8
Exercice 9
Exercice 10
Excercice 10
1). C
0
= 50000 dure une periode 4 ans et 7 mois (55 mois)
1 + i
m
= (1 + i
a
)
1
12
, avec i
a
= 0.04
le taux mensuel equivalent au taux annuel est (1.04)
1
12
1
La valeur acquise au bout de 55 mois est donc :
C
55
= C
0
_
1 + (1.04)
1
12
1
_
55
= C
0
(1.04)
55
12
59846
2). A lissue de la 4
eme
annee, la somme placee est
C
4
= 50000 (1.04)
4
= 58492.93
Linteret acquis sur 7 mois, I , si les fractions dannee donne naissance `a des
interets simples.
I = C
4
(
i
a
12
7) = 1364.83
La valeur acquise au bout de 4 ans et 7 mois :
C
4+
7
12
= C
4
+ I = 59857.76
= La dierence entre 2 methodes est faible.