Continuous Compound Interest

Calculate continuous compound interest with the formula A = Pe^(rt).

Money A=Pe^rt EAR + doubling time
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Continuous Compound Interest

Formula A = Pe^(rt) with discrete-compounding comparison

Instructions — Continuous Compound Interest

  1. Enter the initial principal (P) you are investing or depositing.
  2. Enter the annual interest rate (r) as a percentage.
  3. Enter the time horizon (t) in years.
  4. Read the final amount, interest earned, and effective annual rate.
  5. Compare the continuous result with annual, monthly, and daily compounding in the table below.

Continuous compounding represents the mathematical limit where interest is added an infinite number of times per year, using Euler's number (e ≈ 2.71828).

Formulas

The principal grows by the exponential factor ert:

A = P × er·t

A = final amount, P = principal, r = annual rate (decimal), t = time in years, e ≈ 2.71828.

Interest earned

I = A − P = P(ert − 1)

Effective annual rate (EAR)

EAR = er − 1

Doubling time

tdouble = ln(2) ÷ r

At a 5% nominal rate, money doubles in roughly 13.86 years under continuous compounding.

Reference

Continuous vs discrete on $10,000 at 5% for 10 years

  • Annual (n=1): $16,288.95
  • Monthly (n=12): $16,470.09
  • Daily (n=365): $16,486.65
  • Continuous: $16,487.21

The gap between daily and continuous compounding on $10,000 is about $0.56. This is why banks never compound more often than daily.

Doubling time at common rates

  • 2%: 34.66 years
  • 3%: 23.10 years
  • 5%: 13.86 years
  • 7%: 9.90 years
  • 10%: 6.93 years

Article — Continuous Compound Interest

Continuous compound interest calculator

Continuous compound interest applies the formula A = Pe^(rt), where money grows by the factor e^(rt) and e is Euler's number, 2.71828. On $10,000 at 5% for 10 years the final amount is $16,487.21, just $0.56 above daily compounding and $198.26 above annual.

The continuous case is the theoretical limit of compounding, what happens as the number of compounding periods per year approaches infinity. Real bank accounts never compound this often; the math nonetheless underlies bond pricing, options models, and exponential growth in biology and physics.

What is continuous compound interest?

Continuous compound interest is interest credited at every instant rather than at fixed intervals like a year, quarter, or day. Each tiny moment of time earns a tiny fraction of interest, which immediately begins earning its own interest. The closed-form expression is A = Pe^(rt).

Annual compounding adds interest once a year. Monthly compounding adds it twelve times, daily compounding 365. As the period count grows, results converge on the continuous value but never exceed it. The continuous result sits at the top of every comparison table, by a hair.

Did you know

Jacob Bernoulli discovered the number e in 1683 while studying compound interest. He asked what would happen if a 100% rate were split into ever-smaller pieces and proved the limit was a finite irrational number, today written 2.71828182...

The continuous compound formula

The continuous compound interest formula is A = P times e^(r times t). P is the starting principal, r is the annual rate as a decimal, and t is time in years. Interest earned alone is I = P(e^(rt) - 1).

A worked example: deposit $5,000 at 4% for 8 years. The exponent is 0.04 times 8 = 0.32. The growth factor e^0.32 is 1.37713. Final amount = 5,000 times 1.37713 = $6,885.64. Interest earned = $1,885.64.

Continuous compound shorthand
A = P e^(rt) final amount
I = P(e^(rt) - 1) interest earned
EAR = e^r - 1 effective annual rate
t = ln(A/P) / r solve for time

Why e shows up in the formula

Euler's number e appears because it is the limit of (1 + 1/n)^n as n grows without bound. Plug r/n into the discrete compound formula P(1 + r/n)^(nt), let n run to infinity, and the expression collapses to Pe^(rt). Continuous compounding is the natural endpoint of making the period smaller and smaller.

That same constant governs every exponential process: radioactive decay, population growth, charge on a capacitor. The shared math is why physicists, biologists, and traders all keep e on speed dial.

Continuous vs monthly vs daily compounding

The practical difference between continuous, daily, and monthly compounding is tiny. On $10,000 at 5% over 10 years, daily compounding gives $16,486.65 and continuous gives $16,487.21. The continuous edge is 56 cents. Compare that to the $198 gap between annual and continuous, and it is clear most of the benefit is captured by the time you reach daily.

Y
Annual
$16,288.95
n = 1, baseline
M
Monthly
$16,470.09
n = 12
D
Daily
$16,486.65
n = 365
C
Continuous
$16,487.21
n -> infinity

This is why banks do not bother going past daily. The marginal customer benefit is rounded away, while the marketing line, "compounded daily", already implies near-maximum growth.

Effective annual rate under continuous compounding

The effective annual rate (EAR) under continuous compounding is e^r minus 1. At a nominal 6%, EAR = e^0.06 - 1 = 6.184%. At 10% nominal, EAR climbs to 10.517%. The EAR for continuous compounding is always slightly higher than the EAR of any finite compounding scheme using the same nominal rate.

EAR matters when comparing two products that quote rates at different frequencies. A 5.95% rate compounded monthly is roughly 6.12% effective; a 6.00% rate compounded continuously is 6.18%. Always compare EAR, never nominal.

Tip

Want a quick doubling-time estimate? Use t = 0.693 / r, where r is the decimal rate. At 5%, money doubles in 13.86 years under continuous compounding. The Rule of 72 (72 / rate-in-percent) approximates this to within a fraction of a year.

Solving for time and rate

To solve for time under continuous compounding, rearrange A = Pe^(rt) into t = ln(A/P) / r. To grow $5,000 into $10,000 at 4%, t = ln(2) / 0.04 = 17.33 years. For the required rate, use r = ln(A/P) / t. To double $5,000 in 10 years, r = ln(2) / 10 = 6.93%.

Both rearrangements use the natural logarithm. Spreadsheets expose it as LN(). Most financial calculators have a dedicated NAT-LOG key.

Where continuous compounding is actually used

Continuous compounding shows up everywhere quantitative finance lives: the Black-Scholes options model, bond pricing, the term structure of interest rates, the risk-free discount factor e^(-rt). Banks rarely use it in deposit products, but trading desks, actuaries, and economists work in it daily.

Outside finance, the same factor e^(rt) describes population growth in ecology, radioactive decay (with negative r), heat loss, and pharmacokinetic clearance. The continuous compounding formula is just one face of a universal exponential law.

! Do not confuse nominal and effective rates

A bank quoting "5% APR compounded continuously" delivers an effective rate of 5.127%. A bank quoting "5% APY" already includes compounding. Mixing these labels overstates returns or understates loan costs by a hundred basis points or more.

Common continuous-compound mistakes

Three errors recur. First, plugging the rate as a percent rather than a decimal: e^5 is 148.4, not 1.05. Always divide percent by 100 before applying the exponent. Second, forgetting to take the natural log when solving for t or r. Log base 10 will give the wrong answer. Third, assuming the continuous result is meaningfully higher than monthly. It is not; the difference is usually a few cents on $10,000.

A fourth, subtler error is mixing time units. The exponent must use the same unit for r and t. If the rate is annual, time is in years. A 5% annual rate over 18 months means r = 0.05 and t = 1.5, not t = 18. Convert before applying the formula.

One last note for spreadsheet users: Excel and Google Sheets both expose the exponential via EXP() and the natural log via LN(). The continuous compound formula in a cell is simply =P*EXP(r*t), where the cells P, r, and t hold principal, decimal rate, and years respectively. The same syntax works in Numbers, LibreOffice Calc, and most financial calculators.

  • e = 2.71828 (Euler's number)
  • A = Pe^(rt) = continuous compound formula
  • 5% nominal = 5.127% EAR continuous
  • 10% nominal = 10.517% EAR continuous
  • Doubling at 5% = 13.86 years
  • Doubling at 7% = 9.90 years
  • $10k at 5% / 10yr = $16,487.21
  • Daily-to-continuous gap = ~$0.56 per $10,000

FAQ

It is the mathematical limit of compounding when interest is added an infinite number of times per year. The formula is A = Pe^(rt). Practical bank products compound daily at most; the difference between daily and continuous is usually a few cents on every $10,000.
A = P times e^(r times t), where P is principal, r is the annual interest rate in decimal form, t is time in years, and e is Euler's number (about 2.71828). For interest earned alone use I = P(e^(rt) - 1).
As you compound more often (n -> infinity), the discrete formula P(1 + r/n)^(nt) approaches Pe^(rt). The constant e emerges naturally as the limit of (1 + 1/n)^n, which is why it shows up in any process of exponential growth.
Very little. On $10,000 at 5% for 10 years, monthly compounding yields $16,470.09 and continuous yields $16,487.21. The continuous edge is about $17, or 0.1%. Most of compounding's benefit is captured well before you reach continuous.
Use t = ln(2) divided by r, where r is the decimal rate. At 5% that is 0.6931 / 0.05 = 13.86 years. The popular Rule of 72 (72 / rate-in-percent) approximates this within a fraction of a year for typical rates.
Rarely for deposit products. It is the standard in derivatives pricing (Black-Scholes uses it), bond mathematics, and academic finance because it produces clean, time-symmetric math. Retail savings accounts almost always state APY with daily or monthly compounding.
EAR = e^0.06 - 1 = 0.06184, so 6.184%. Compare that to monthly compounding at 6%, which gives 6.168%. The continuous EAR is always slightly higher than any discrete EAR at the same nominal rate.
Yes. Rearranging A = Pe^(rt): time t = ln(A / P) / r, and rate r = ln(A / P) / t. Both use the natural logarithm. For example, doubling $5,000 to $10,000 at 4% takes ln(2) / 0.04 = 17.33 years.