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金融工程常用術(shù)語(yǔ)中英對(duì)照AABS Asset-Backed Security 資產(chǎn)支持證券ABS CDO 由 ABS 所派生出的份額產(chǎn)品Accrual Swap 計(jì)息互換Accrued Interest 應(yīng)計(jì)利息Actuaries 保險(xiǎn)精算師Adaptive Mesh Model 自適應(yīng)網(wǎng)格模型Adjusted Present Value 調(diào)整現(xiàn)值法Adverse Selection 逆向選擇After-tax Interest Rate 稅后利潤(rùn)Agency Costs 代理費(fèi)用American Option 美式期權(quán)Amortization 分期償付Amortization Schedule 分期償付時(shí)間表Amortizing Swap 分期償還互換Analytic Result 解析結(jié)果APR Annual Percentage Rate 年度百分率Annualized Capital Cost 按年折算的資本成本Arbitrage 套利Arbitrageur 套利者Asian Option 亞式期權(quán)Ask Price 賣(mài)盤(pán)價(jià)Asset 資產(chǎn)Asset Allocation 資產(chǎn)分配Asset-or-Nothing Call Option 資產(chǎn)或空手看漲期權(quán)Asset-or-Nothing Put Option 資產(chǎn)或空手看跌期權(quán)Asset Swap 資產(chǎn)互換As-You-Like-It Option 任選期權(quán)At-the-Money Option 平值期權(quán)Average Price Call Option 平均價(jià)格看漲期權(quán)Average Price Put Option 平均價(jià)格看跌期權(quán)Average Strike Option 平均執(zhí)行價(jià)格期權(quán)BBackdating 倒填日期Back Testing 回顧測(cè)試Backwards Induction 倒推歸納Barrier Option 障礙期權(quán)Base Correlation 基礎(chǔ)相關(guān)系數(shù)Basel Committee 巴塞爾委員會(huì)Basis 基差Basis Point 基點(diǎn)Basis Risk 基差風(fēng)險(xiǎn)Basis Swap 基差互換Basket Credit Default Swap 籃筐式信用違約互換Basket Option 籃筐式期權(quán)Bear Spread 熊市差價(jià)Bermudan Option 百慕大式期權(quán)Before-tax Interest Rate 稅前利率Beta 貝塔Bid-Ask Spread 買(mǎi)入賣(mài)出差價(jià)Bid Price 買(mǎi)入價(jià)Bilateral Clearing 雙邊結(jié)算Binary Credit Default Swap 兩點(diǎn)式信用違約互換Binary Option 兩值期權(quán)Binomial Model 二項(xiàng)式模型Binomial Option Pricing Model 二項(xiàng)期權(quán)定價(jià)模型Binomial Tree 二叉樹(shù)Bivariate Normal Distribution 二元正態(tài)分布Black’s Approximation 布萊克近似Black’s Model 布萊克模型Black-Scholes-Merton Model 布萊克-斯科爾斯-莫頓 模型Bond Option 債券期權(quán)Bond Yield 債券收益率Book Value 賬面價(jià)值Bootstrap Method 票息剝離方法Boston Option 波士頓期權(quán)BOT Build-Operate-Transfer 建設(shè)-經(jīng)營(yíng)-轉(zhuǎn)讓Box Spread 合式差價(jià)Break-even point 盈虧平衡點(diǎn)Break Forward 斷點(diǎn)遠(yuǎn)期Brownian Motion 布朗運(yùn)動(dòng)Bull Spread 牛市差價(jià)Butterfly Spread 蝶式差價(jià)CCalendar Spread 日歷差價(jià)Calibration 校正Callable Bond 可贖回債券Call Option 看漲期權(quán)Cancelable Swap 可取消互換Cap 上限Cap Rate 上限利率CAPM Capital Asset Pricing Model 資本資產(chǎn)定價(jià)模型Caplet 上限單元Capital gain 資本收藏Capital less 資本損失Capital Market 資本市場(chǎng)Capital Market Line 資本市場(chǎng)線Caps 賠付限額Case-Shiller Index 凱斯-席勒指數(shù)Cash budget 現(xiàn)金預(yù)算Cash cycle time 現(xiàn)金周轉(zhuǎn)時(shí)間Cash Dividend 現(xiàn)金股利Cash Flow Mapping 現(xiàn)金流映射Cash-or-Nothing Call Option 現(xiàn)金或空手看漲期權(quán)Cash-or-Nothing Put Option 現(xiàn)金或空手看跌期權(quán)Cash Settlement 現(xiàn)金交割 或 現(xiàn)金清算CCP Central Clearing Party 中央結(jié)算對(duì)手CDD Cooling Degree Days 降溫天數(shù)CDO Collateralized Debt Obligation 債務(wù)抵押債券CDS Credit Default Swap 信用違約互換CEBO Credit Event Binary Option 信用事件兩點(diǎn)式期權(quán)Central Clearing 中心結(jié)算Central Clearing Party 中央結(jié)算對(duì)手Central Counterparty 中央交易對(duì)手CEV Model Constant Elasticity of Variance Model 常方差彈性模型Cheapest-to-Deliver Bond 最便宜可交割債券Cholesky Decomposition 喬里斯基分解Chooser Option 選擇人期權(quán)Class of Options 期權(quán)分類(lèi)Clean Price of Bond 債券除息價(jià)格Clearing House 結(jié)算中心Clearing Margin 結(jié)算保證金Cliquet Option 棘輪期權(quán)CMO Collateralized Mortgage Obligation 見(jiàn)房產(chǎn)抵押債券CMS Constant Maturity Swap 固定期限國(guó)債互換Collar 雙限Collateral 抵押品Collateralization 抵押品策略Collateralized Debt Obligation 債務(wù)抵押債券Collateralized Mortgage Obligation 房產(chǎn)抵押債券Combination 組合Commercial Banks 商業(yè)銀行Commercial Loan Rate 商業(yè)貸款利率Commodity Futures Trading Commission 商品期貨交易管理委員會(huì)Commodity Swap 商品互換Compound Interest 復(fù)利Compounding 復(fù)利計(jì)息Compounding Frequency 復(fù)利利率Compound Correlation 復(fù)合相關(guān)系數(shù)Compound Option 復(fù)合期權(quán)Confidence interval 置信區(qū)間Continuous Probability Distribution 連續(xù)概率分布Confirmation 交易確認(rèn)書(shū)Consumption Asset 消費(fèi)資產(chǎn)Contango 期貨溢價(jià)Continuous Compounding 連續(xù)復(fù)利Control Variate Technique 控制變量技術(shù)Convenience Yield 便利收益率Conversion Factor 轉(zhuǎn)換因子Convertible Bond 可轉(zhuǎn)換債券Convexity 曲率Convexity Adjustment 曲率調(diào)整Cornish-Fisher Expansion 科尼什-費(fèi)雪展開(kāi)Copayments 賠付比例Corporation 公司Correlation 相關(guān)性Cost of Capital 資本成本Cost of Carry 持有成本Controller 審計(jì)官Counterparty 交易對(duì)手Coupon 券息Coupon bond 付息債券Covariance 協(xié)方差Covarance Matrix 協(xié)方差矩陣Covered Call 備?？礉q期權(quán)Crash phobia 暴跌恐懼癥Credit Contagion 信用蔓延Credit Default Swap 信用違約互換Credit Derivative 信用衍生產(chǎn)品Credit Event 信用事件Credit Event Binary Option 信用事件兩點(diǎn)式期權(quán)Credit Index 信用指數(shù)Credit Rating 信用等級(jí)Credit Ratings Transition Matrix 信用評(píng)級(jí)轉(zhuǎn)移矩陣Credit Risk 信用風(fēng)險(xiǎn)Credit Spread Option 信用差價(jià)期權(quán)CSA Credit Support Annex 信用支持附約CVA Credit Value Adjustment 信用價(jià)值調(diào)節(jié)量Credit Value at Risk 信用風(fēng)險(xiǎn)價(jià)值度Cross Hedging 交叉對(duì)沖Currency Swap 貨幣互換Current yield 本期收益率DDay Count 計(jì)天方式Day Trade 即日交易DCF Discounted Cash flow Model 現(xiàn)金流折現(xiàn)模型DDM Dividend Discount Model 股利貼現(xiàn)模型DVA Debt Value Adjustment 債務(wù)價(jià)值調(diào)節(jié)量Decision Tree 決策樹(shù)Deductible 免賠額Default Risk 違約風(fēng)險(xiǎn)Defined-benefit Pension Plan 規(guī)定受益型養(yǎng)老金計(jì)劃Defined-contribution Pension Plan 規(guī)定繳費(fèi)型養(yǎng)老金計(jì)劃Delivery Price 交割價(jià)格Delta Hedging Delta 對(duì)沖Delta-Neutral Portfolio Delta 中性交易組合Derivative 衍生產(chǎn)品Deterministic Variable 確定性變量Diagonal Spread 對(duì)角差價(jià)Differential Swap 交叉貨幣度量互換Diffusion Process 擴(kuò)散過(guò)程Dirty Price of Bond 帶息價(jià)格Discount Bond 折扣債券Discount Instrument 折扣產(chǎn)品Discounted Cash Flow Analysis 貼現(xiàn)現(xiàn)金流分析Discounted Dividend Model 股利貼現(xiàn)模型Diversifiable Risk 可分散風(fēng)險(xiǎn)Diversification 分散化Diversification Principle 分散化原則Diversifying 分散投資Discount Rate 貼現(xiàn)率Dividend 股息Dividend Yield 股息收益率Dodd-Frank Act 多德-弗蘭克法案Dollar Duration 絕對(duì)額久期DOOM Option DOOM 期權(quán)Down-and-In Option 下降-敲入 期權(quán)Down-and-Out Option 下降-敲出 期權(quán)Downgrade Trigger 降級(jí)觸發(fā)Drift Rate 漂移變化率Duration 久期Duration Matching 久期匹配Dynamic Hedging 動(dòng)態(tài)對(duì)沖EEAR/ EFF Effective Annual Rate 實(shí)際年利率Early Exercise 提前行使EBIT Earnings Before Interest and Tax 息稅前利潤(rùn)Effective Federal Funds Rate 有效聯(lián)邦基金利率Efficient Portfolio 有效投資組合Efficient Portfolio Frontier 有效投資組合邊界Electronic Trading 電子交易Embedded Option 內(nèi)含期權(quán)EMH Efficient Markets Hypothesis 有效市場(chǎng)假說(shuō)Empirical Research 實(shí)證研究Employee Stock Option 雇員股票期權(quán)Equilibrium Model 均衡模型Equity Swap 股權(quán)互換Equity Tranche 股權(quán)份額Equivalent Annual Interest Rate 等價(jià)年利率Eurocurrency 歐洲貨幣Eurodollar 歐洲美元Eurodollar Futures Contract 歐洲美元期貨合約Eurodollar Interest Rate 歐洲美元利率Euro LIBOR 歐元同業(yè)拆借利率European Option 歐式期權(quán)Exchange Option 互換期權(quán)Exchange Rate 匯率Exclusions 免賠條款Ex-dividend Date 除息日Exercise Limit 行使限額Exercise Multiple 行使倍數(shù)Exercise Price 執(zhí)行價(jià)格Exotic Option 特種期權(quán)Expectations Theory 預(yù)期理論Expected Shortfall 預(yù)期虧損Expected Rate of Return 預(yù)期回報(bào)率Expected Value of a Variable 變量的期望值Expiration Date 到期日Explicit Finite Difference Method 顯式有限差分方法Exponentially Weighted Moving Average Model 指數(shù)加權(quán)移動(dòng)平均模型Exponential Weighting 指數(shù)加權(quán)Exposure 風(fēng)險(xiǎn)敞口Extendable Bond 可展期債券Extendable Swap 可延期互換External Financing 外部投資FFace Value 面值Factor 因子Factor Analysis 因子分析Federal Funds Rate 聯(lián)邦基金利率FEI Financial Executives Institute 財(cái)務(wù)執(zhí)行官組織Finance 金融學(xué)Financial Futures 金融期貨Financial Guarantees 財(cái)務(wù)擔(dān)保Financial Intermediary 金融媒介Financial System 金融系統(tǒng)Finite Difference Method 有限差分法Fixed-Income Instrument 固定收益證券Flat Volatility 單一波動(dòng)率Flex Option 靈活期權(quán)Flexi Cap Flexi 上限Floor 下限Floor-Ceiling Agreement 下限上限協(xié)議Floor let 下限單元Floor Rate 下限利率Flow of funds 資金流Foreign Currency Option 外匯期權(quán)Forward Contract 遠(yuǎn)期合約Forward Exchange Rate 遠(yuǎn)期匯率Forward Interest Rate 遠(yuǎn)期利率Forward Price 遠(yuǎn)期價(jià)格Forward Rate 遠(yuǎn)期率FRA Forward Rate Agreement 遠(yuǎn)期利率合約Forward Risk-Neutral World 遠(yuǎn)期風(fēng)險(xiǎn)中性世界Forward Start Option 遠(yuǎn)期開(kāi)始期權(quán)Forward Swap 遠(yuǎn)期互換Fundamental Value 基本價(jià)值Futures Commission Merchants 期貨傭金經(jīng)紀(jì)人Futures Contract 期貨合約Futures Option 期貨期權(quán)Futures-Style Option 期貨式期權(quán)FV Final Value 終值GGrowth annuity 增長(zhǎng)年金GAP Management 制品管理Gap Option 缺口期權(quán)Gaussian Copula Model 高斯 Copula 模型Gaussian Quadrature 高斯求積公式Generalize Wiener Process 廣義維納過(guò)程Geometric Average 幾何平均Geometric Brownian Motion 幾何布朗運(yùn)動(dòng)Girsanov’s Theorem 哥薩諾夫定理Guaranty Fund 擔(dān)保基金HHaircut 折扣Hazard Rate 風(fēng)險(xiǎn)率Hedge 對(duì)沖Hedge Funds 對(duì)沖基金Hedger 對(duì)沖者Hedge Ratio 對(duì)沖比率Hedgers 套期保值者Historical Simulation 歷史模擬Historical Volatility 歷史波動(dòng)率Holiday Calendar 假期日歷Human Capital 人力資本IImmediate Annuity 即時(shí)年金Implicit Finite Difference Method 隱式有限差分