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金融工程常用術(shù)語中英對照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 計息互換Accrued Interest 應(yīng)計利息Actuaries 保險精算師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Agency Costs 代理費用American Option 美式期權(quán)Amortization 分期償付Amortization Schedule 分期償付時間表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 賣盤價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 平均價格看漲期權(quán)Average Price Put Option 平均價格看跌期權(quán)Average Strike Option 平均執(zhí)行價格期權(quán)BBackdating 倒填日期Back Testing 回顧測試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Basis 基差Basis Point 基點Basis Risk 基差風(fēng)險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Bermudan Option 百慕大式期權(quán)Before-tax Interest Rate 稅前利率Beta 貝塔Bid-Ask Spread 買入賣出差價Bid Price 買入價Bilateral Clearing 雙邊結(jié)算Binary Credit Default Swap 兩點式信用違約互換Binary Option 兩值期權(quán)Binomial Model 二項式模型Binomial Option Pricing Model 二項期權(quán)定價模型Binomial Tree 二叉樹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-轉(zhuǎn)讓Box Spread 合式差價Break-even point 盈虧平衡點Break Forward 斷點遠期Brownian Motion 布朗運動Bull Spread 牛市差價Butterfly Spread 蝶式差價CCalendar Spread 日歷差價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Capital Market Line 資本市場線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 信用事件兩點式期權(quán)Central Clearing 中心結(jié)算Central Clearing Party 中央結(jié)算對手Central Counterparty 中央交易對手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Clean Price of Bond 債券除息價格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 見房產(chǎn)抵押債券CMS Constant Maturity Swap 固定期限國債互換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Commodity Swap 商品互換Compound Interest 復(fù)利Compounding 復(fù)利計息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 交易確認書Consumption Asset 消費資產(chǎn)Contango 期貨溢價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-費雪展開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 審計官Counterparty 交易對手Coupon 券息Coupon bond 付息債券Covariance 協(xié)方差Covarance Matrix 協(xié)方差矩陣Covered Call 備保看漲期權(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 信用事件兩點式期權(quán)Credit Index 信用指數(shù)Credit Rating 信用等級Credit Ratings Transition Matrix 信用評級轉(zhuǎn)移矩陣Credit Risk 信用風(fēng)險Credit Spread Option 信用差價期權(quán)CSA Credit Support Annex 信用支持附約CVA Credit Value Adjustment 信用價值調(diào)節(jié)量Credit Value at Risk 信用風(fēng)險價值度Cross Hedging 交叉對沖Currency Swap 貨幣互換Current yield 本期收益率DDay Count 計天方式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)價值調(diào)節(jié)量Decision Tree 決策樹Deductible 免賠額Default Risk 違約風(fēng)險Defined-benefit Pension Plan 規(guī)定受益型養(yǎng)老金計劃Defined-contribution Pension Plan 規(guī)定繳費型養(yǎng)老金計劃Delivery Price 交割價格Delta Hedging Delta 對沖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 對角差價Differential Swap 交叉貨幣度量互換Diffusion Process 擴散過程Dirty Price of Bond 帶息價格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 降級觸發(fā)Drift Rate 漂移變化率Duration 久期Duration Matching 久期匹配Dynamic Hedging 動態(tài)對沖EEAR/ EFF Effective Annual Rate 實際年利率Early Exercise 提前行使EBIT Earnings Before Interest and Tax 息稅前利潤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 有效市場假說Empirical Research 實證研究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)移動平均模型Exponential Weighting 指數(shù)加權(quán)Exposure 風(fēng)險敞口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 財務(wù)執(zhí)行官組織Finance 金融學(xué)Financial Futures 金融期貨Financial Guarantees 財務(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 遠期合約Forward Exchange Rate 遠期匯率Forward Interest Rate 遠期利率Forward Price 遠期價格Forward Rate 遠期率FRA Forward Rate Agreement 遠期利率合約Forward Risk-Neutral World 遠期風(fēng)險中性世界Forward Start Option 遠期開始期權(quán)Forward Swap 遠期互換Fundamental Value 基本價值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 廣義維納過程Geometric Average 幾何平均Geometric Brownian Motion 幾何布朗運動Girsanov’s Theorem 哥薩諾夫定理Guaranty Fund 擔(dān)?；餒Haircut 折扣Hazard Rate 風(fēng)險率Hedge 對沖Hedge Funds 對沖基金Hedger 對沖者Hedge Ratio 對沖比率Hedgers 套期保值者Historical Simulation 歷史模擬Historical Volatility 歷史波動率Holiday Calendar 假期日歷Human Capital 人力資本IImmediate Annuity 即時年金Implicit Finite Difference Method 隱式有限差分