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Notes › MATH 5441: Financial Mathematics Lecture 29

Continuous Varying-Payment Annuities

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Table of Contents

Concept

Solution

Present Value

$$\int_{0}^{n} f(t) e^{-\int_{0}^{t} \delta_{\tau} \, \mathrm{d}\tau} \, \mathrm{d}t$$

Future Value

$$\int_{0}^{n} f(t) e^{\int_{t}^{n}\delta_{\tau}\,\mathrm{d}\tau}\,\mathrm{d}t$$

Graph

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