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Continuous Compounding

Continuous compounding uses Euler's number, $e=2.71828$, when interest is compounded at every instant.

$$F=Pe^{rn}$$
$$i_{eff}=e^r-1$$

Problem 11: CE Board May 2017

A savings bank offers long-term savings certificates at 7.5% per year, compounded continuously. If a 10-year certificate costs $1000, what will be its value at maturity?

$$F=1000e^{0.075(10)}=2117$$

Final answer: $2,117.

Problem 12: CE Board May 2015

What is the effective annual interest rate if the nominal rate is 14% compounded continuously?

$$i_{eff}=e^{0.14}-1=0.1503$$

Final answer: $15.03\%$.

Problem 13: CE Board Nov. 2015

If money is invested at a nominal rate of 8% for 4 years, what is the compound amount factor if compounded continuously?

$$e^{rn}=e^{0.08(4)}=1.377$$

Final answer: $1.377$.

Problem 14: Continuous Interest

Compute the interest on P200,000 for 8 years at 16% compounded continuously.

$$F=200000e^{0.16(8)}=719,328$$
$$I=F-P=719,328-200,000=519,328$$

Final answer: P519,328.

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