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Continuous compounding

Model growth when interest is compounded continuously.

Arithmetic · Finance
$$A=Pe^{rt}$$

Continuous compounding is one of 3 finance formulas in the arithmetic section of this library, and it is used at high school level.

Why continuous compounding works

Compounding more often adds a little more money each time, but the gains get smaller and smaller. As the number of periods per year grows without limit, the factor (1 + r/n) raised to the n settles down on e raised to the r. So e is not chosen for style; it is the ceiling that all the faster schedules climb toward.

What each symbol means

$P$ is principal, $r$ the annual decimal rate, $t$ time in years, and $A$ the balance.

Continuous compounding: when it holds

The rate and time units must agree; this is an ideal continuous-compounding model.

When it stops applying

No real bank pays interest every instant, so this is an upper bound rather than a description. It also cannot handle money added along the way, and for a fixed schedule the ordinary compound formula is the accurate one.

Continuous compounding: a worked example

$1000$ at $5\%$ for $2$ years gives $1000e^{0.1}\approx1105.17$.

The mistake to avoid

What people do: Students enter the rate as a percent, computing 1000 times e raised to the 5 times 2.

Why it goes wrong: The exponent then means 1000 percent, and the balance explodes to over 22 million dollars from a 1000 dollar deposit.

Do this instead: Convert the rate to a decimal before it meets the exponent: 5 percent for 2 years gives an exponent of 0.05 times 2 = 0.1, and 1000 times e raised to the 0.1 is 1105.17.

Continuous compounding: step by step

  1. Name the unknown, and the unit the answer has to come out in.
  2. Match the symbols to your values. $P$ is principal, $r$ the annual decimal rate, $t$ time in years, and $A$ the balance.
  3. Check the conditions before substituting. The rate and time units must agree; this is an ideal continuous-compounding model.
  4. Substitute, keep exact values to the last line, then test the sign, size, and unit against a rough estimate — the check that catches most arithmetic slips.

Where this formula fits

Subject
Arithmetic formulas — 13 entries in this library
Topic
Finance
Level
High school

Formulas are easiest to keep when they sit inside a method rather than on a list. Use the links below to see where continuous compounding comes from, to check a calculation against a tool, and to practise it until you can recall it without looking.

Questions about continuous compounding

How much more does continuous compounding actually pay?

Very little. On 1000 dollars at 5 percent for 2 years, monthly compounding gives 1104.94, daily gives 1105.16, and continuous gives 1105.17, so the whole race is decided by a few cents.

Can I use it for something that shrinks?

Yes, with a negative r. Radioactive decay, drug levels in the bloodstream, and a cooling cup of coffee are all modelled by the same expression with the exponent turned negative.

Is Pe^(rt) the same as P(1 + r)^t?

No, though they are close for small rates. At 5 percent for one year the first gives 1051.27 and the second gives 1050, and the gap widens as the rate or the time grows.

How do I solve for the time?

Take the natural logarithm of both sides. Dividing A by P and then dividing ln(A/P) by r gives t, so doubling your money at 5 percent takes ln 2 divided by 0.05, about 13.86 years.

Stuck on a problem?

Work a continuous compounding problem step by step

Type your own problem, or upload a photo of it. You get the method, the answer, and a check you can repeat yourself.