previous next up

Lecture 3: Some Loose Ends

To calculate the interest payable on a loan, we need to know the principal, the interest rate, and the interval at which interest is compounded. The typical case is where interest is compounded annually, that is, every year we calculate the interest accumulated over the past year, add it on to the amount already owed, and charge interest on the whole sum over the next year. But other compounding intervals are possible. For example, suppose you are quoted an interest rate of i per month, compounded monthly. What annual interest rate does this correspond to? We can answer this in two stages: firstly, i per month, compounded monthly, corresponds to 12i per year, compounded monthly. This is the nominal interest rate. However, if we want to know what annual interest rate compounded annually corresponds to i, we need the effective annual interest rate, which is given by j=(1+i)12-1.

Consider two extreme cases:

Infinite Compounding Interval

In this case, we never add the interest to the principle. This corresponds to the case known as `simple interest', and, since this never occurs in practice, we shall not discuss it further.

Compounding Interval tends to Zero

Suppose we keep the nominal interest rate constant, at r per annum, say, and decrease the compounding interval towards zero. What happens to the effective interest rate?

If we divide the year into M intervals, the interest rate for each interval will be r/M. The effective annual interest rate will then be

j=(1+r/M)M-1

=((1+r/M)M/r)r-1

=er-1

( Or, you can just as easily convert the continuous interest rate to an equivalent effective annual rate, via the above formula.)

Cash Flow Diagrams

As we've seen, most of the conversion formulae are simple. The difficulty comes when we have to analyze a complex situation, keeping track of many things at once. It is essential to maintain maximum clarity at all times. One thing that can help is a cash flow diagram. A cash flow diagram is a device to show all the information available in a single format.

cf.eps

The cash-flow diagram shows receipts by an arrow above the horizontal axis, and payouts by an arrow below the axis. The horizontal axis is divided into time periods. The interest rate should be clearly shown. It's useful to keep the arrow heights roughly to scale -- this will give you an idea of which effects are negligible -- but there's no point in making them exactly to scale, since you're not going to be using the diagram for any kind of geometrical construction.

Bases for Comparison

We have established that revenues and expenditures over a period of time must be reduced to equivalent amounts at a single moment in time before they can be usefully compared. There are five methods in current use for making such a comparison: present worth, annual worth, future worth, rate of return, and benefit-cost ratio. (All of these methods should yield the same conclusion; the only reason we have to study all five is that all are in common use, and we have to be prepared to discuss analyses based on any one of them.)

All these methods compare alternative strategies available to you or your company. In addition to the financial consequences of each alternative strategy, there may be other relationships between the strategies. In particular, they may be independent, exclusive, or contingent. The most permissive of these three cases is where the strategies are independent; in this case, we can implement all of them, none of them, or any combination of them. The least permissive is the case where the strategies are exclusive -- we can implement at most one of them. In the third case, causal connections between the strategies may only permit us to implement them in certain combinations.

It is important to note that which of these categories we're dealing with must be determined before the economic analysis; it doesn't emerge from the economic analysis. Whichever case we have, we can re-define it as an example of the second case, by exhaustively listing all the legitimate combinations of strategies.

Present Worth

This is also known as the discounted cash flow or net present value method of comparison. Its basis is simply to reduce each of the mutually exclusive alternatives to its present value, then to choose the greatest.

Suppose we have a sum of money P to invest. If we don't choose any of the alternative strategies, we could just put the money in the bank. What is the present worth of this `do nothing' alternative?

Putting the money in the bank is worth -P, since we're paying P to the bank. If we leave the money in the bank for N years, it will then be worth F=P(F/P,i,N). The present worth of F is then F(P/F,i,N)=P(F/P,i,N)(P/F,i,N)=P. So, adding the present worth of expenditures and receipts, we get 0. This shows that any alternative with a positive present worth is preferable to doing nothing.

Some strategies may guarantee us an infinite series of payments, or commit us to an infinite series of payouts. (For example, hiring Methuselah to a tenure-track position). What is the present worth of such a series?

The present worth of such a series is referred to as its capitalized cost, and can be calculated as follows. If A is one payment in the series, then

P = A (P/A,i,N) as N tends to infinity

= A((1+i)^N-1/(i(1+i)^N)

= A/i

An Example

Consider the following example:

A company has been using manual drafting methods for thirty years. It currently employs 10 drafters at $800/week each. The head of the drafting department is considering two alternatives:

(i) The department can buy 8 low-end workstations at $2,000 each. Two of the drafters can be given twelve months notice; at the end of the twelve months they will get $5,000 severance pay each. The remaining 8 can be trained in AutoCAD; the first training course is available in twelve months, and costs $2,000 for each participant. After completing this course, each drafter gets a $100/week raise.

(ii)The department can buy five high-end workstations at $5,000 each. All of the current drafters will be given a year's notice, and five new graduates hired at $1,200/week. These new graduates will be trained in Pro-Engineer; to keep current with this package, they will need a $5,000 retraining session every six months.

The department is currently able to perform its assigned drafting services for the rest of the company, and either of the two alternatives would allow it to continue that performance.



previous next up

John Jones
Wed Jan 7 10:38:23 PDT 2008