You are reading a page from The Mathematical Theory of Investment, Ernest Brown Skinner, (1913)
Part of the American Term Life Insurance History Project
Term Life Insurance

168   MATHEMATICAL THEORY OF INVESTMENT
$2.012, and if the annuity were payable annually, the second mem-
ber would be $202.44, so that we are reasonably sure that i lies
between .05 and .06.
 
Let                 i = .055 + h.
We know that h is a small number, certainly less than .01, so that
the binomial expansions for (1.055 + h')^"- and (1.055 + A)12
will converge rapidly.  Equation (3) takes the form
             
^, (1.055+7012^^      ^
                     (1.055 + A)"-!
Expanding the powers of the binomials in (4) and dropping
powers of h above the first, we find
             
2oo = (1-055)^ + -^- (1.055)^ -1
                    (1.055)" + ^(1.055)~ H h -1
                   1.90971+21.8726^-1
                 -T00447+.07934A-1 '
Clearing of fractions,
           
.89400 +15.868 h = .90971 + 21.8726 h.
Solving for A,              h = - g^g
                            
=-.0026+.
This value of h gives       i = .0524  ..
Starting with i = .0524, we find the second approximation in
exactly the same way.
                          EXAMPLE
  A man pays $2 to a building and loan association on the first of each
month for 7 years, -when he receives $200 as the face value of his stock.
What rate of interest does he receive?
  62. The time required for stock to mature.
  PROBLEM. To find the approximate time in which stock will
mature when the maturing value, the monthly payment, and the
approximate rate of interest are known.