《金融数学》专业词汇英汉对照表.docVIP

《金融数学》专业词汇英汉对照表 accumulation function 累积函数 American-style option 美式期权 amortization method 分期偿还法 annuity 年金 annuity-due 期初付年金 annuity-immediate 期末付年金 arbitrage 套利 at-the-money option 平价期权 base amount 基价 base points 基点 bear spreads 熊市差价 Bermudan-style option 百慕大期权 binomial tree 二叉树 bond 债券 bond with coupons 附息债券 box spread 盒式差价 brownian motion 布朗运动 bull spreads 牛市差价 butterfly spreads 蝶式差价 buyer 买方 call option 看涨期权 callable bond 可赎回债券 cash flow matching 现金流配比 cash-and-carry arbitrage 正向套利 Chicago mercantile exchange（CME） 芝加哥商业交易所 collar 衣领策略 collar width 衣领宽度 common stock 普通股 compound increasing annuity 复递增年金 compound interest 复利 continuously payable annuity 连续支付年金 continuously payable continuously decreasing annuity 连续支付连续递减的年金 continuously payable continuously increasing annuity 连续支付连续递增的年金 continuously payable decreasing annuity 连续支付的递减年金 continuously payable increasing annuity 连续支付的递增年金 continuously payable varying annuity 连续支付的变额年金 convexity 凸度 coupon 息票收入 coupon rate 息票率 decreasing annuity 递减年金 decreasing annuity-due 期初付递减年金 decreasing annuity-immediate 期末付递减年金 delivery price 交割价格 derivative instrument 衍生产品 discount function 贴现函数 duration 久期 effective duration 有效久期 effective rate of discount 实际贴现率 effective rate of interest 实际利率 equation of value 价值方程 European-style option 欧式期权 exercise price 执行价格 face amount 面值 fixed interest rate model 固定利率模型 force of discount 贴现力 force of interest 利息力 forward contract 远期合约 forward price 远期价格 forward rate 远期利率 forward rate agreements（FRA） 远期利率协议 forwards 远期 full immunization 完全免疫 future value 终值 futures 期货 futures contracts 期货合约 futures price 期货价格 hedging 套期保值 immunization 免疫 increasing annuity 递增年金 increasing annuity-due 期初付递增年金 increasing annuity-immediate 期末付递增年金 initial margin 初始保证金 interest 利息 interest rate swaps 利率互换 interest rate tree 利率树 interest-sensitive cash flows 利率敏感型现金流 internal rate of return 内涵报酬率 in-the-money option 实值期权 intrinsic val