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2 Methods to dealing with Inflation: Nominal Method
Use face value of money and market interest rate (You don’t change anything)
Inflation already accounted for in market interest rate
2 Methods for Inflation: Real Approach

3 Term Structures:
Flat: Same rate over t
Upward Sloping (Normal): Rate increases over t
Downward Sloping (Inverted): Rate decreased over t
Dealing with: Each cashflow is discounted with equivalent t rate
Perpetuity
Cash flow stream → Pays at end of year to eternity

Annuity
Cash flow stream —> Pays at end of year for certain period of time
You can envision this as difference between two perpetuities
Get value of annuity payment as a perpetuity
Discount it by amount of years of the annuity, Subtract A-B

Long/Short lived projects
Projects are unique, one might take a lot longer and have a slightly higher NPV (Is this really optimal? No) —> We need Equivalent Annual Cashflow (EAC)

Zero Coupon Bonds
Pays no interest, just face value at end of term
Therefore you pay less than face value
Formula: PV=Coupon/(1+r)^t
If you want the spot rate you make it so that r is alone on one side and solve for it