《金融工程常用术语》由会员分享，可在线阅读，更多相关《金融工程常用术语（58页珍藏版）》请在金锄头文库上搜索。
1、融工程常用术语中英对照CW*7IQ耶QDpiDimO 01 glD iCrlQl 1DMHAABS Asset-Backed Security 资产支持证券ABS CDO由ABS所派生出的份额产品Accrual Swap计息互换Accrued Interest 应计利息Actuaries保险精算师Adaptive Mesh Model自适应网格模型Adjusted Present Value 调整现值法Adverse Selection 逆向选择After-tax Interest Rate 税后利润Agency Costs代理费用American Option 美式期权Amortizatio
2、n分期偿付Amortization Schedule分期偿付时间表Amortizing Swap分期偿还互换Analytic Result 解析结果APR Annual Percentage Rate 年度百分率Annualized Capital Cost按年折算的资本成本Arbitrage 套利UArbitrageur 套利者Asian Option亚式期权Ask Price卖盘价Asset资产Asset Allocation 资产分配Asset-or-Nothing Call Option资产或空手看涨期权Asset-or-Nothing Put Option资产或空手看跌期权Asset
3、 Swap资产互换As-You-Like-lt Option 任选期权At-the-Money Option 平值期权Average Price Call Option平均价格看涨期权Average Price Put Option平均价格看跌期权Average Strike Option平均执行价格期权BBackdating倒填日期Back Testing回顾测试Backwards Induction 倒推归纳Barrier Option 障碍期权Base Correlation基础相关系数Basel Committee巴塞尔委员会Basis基差Basis Point 基点Basis Ris
4、k基差风险Basis Swap基差互换Basket Credit Default Swap篮筐式信用违约互换Basket Option篮筐式期权Bear Spread熊市差价Bermudan Option百慕大式期权Before-tax Interest Rate 税前利率Beta贝塔Bid-Ask Spread买入卖出差价Bid Price买入价Bilateral Clearing 双边结算Binary Credit Default Swap两点式信用违约互换Binary Option两值期权Binomial Model 二项式模型Binomial Option Pricing Model
5、二项期权定价模型Binomial Tree 二叉树Bivariate Normal Distribution 二元正态分布Blacks Approximation 布莱克近似Blacks Model布莱克模型Black-Scholes-Merton Model布莱克-斯科尔斯-莫顿模型Bond Option债券期权Bond Yield债券收益率Bookva-ue 茱Booisirap Meihod 渦&B型MdBBosion Opiion 藩+茸齬BOT Bui-doperaoT ransorwnnftMitBox Spread MtBBreakeven poini跑如卡肅汀Break For
6、wardslnrs Brownian Moiion#遥Ki劃 Bu= Spread-fr丑B Buiorf-y Spread 黑幵牀Calendar Spread 日历差价Calibration 校正Callable Bond可赎回债券Call Option看涨期权Cancelable Swap可取消互换Cap上限Cap Rate上限利率CAPM Capital Asset Pricing Model 资本资产定价模型Caplet上限单元Capital gain资本收藏Capital less资本损失Capital Market 资本市场Capital Market Line 资本市场线Cap
7、s赔付限额Case-Shiller Index凯斯-席勒指数Cash budget现金预算Cash cycle time现金周转时间Cash Dividend现金股利Cash Flow Mapping现金流映射Cash-or-Nothing Call Option现金或空手看涨期权Cash-or-Nothing Put Option现金或空手看跌期权Cash Settlement现金交割或现金清算CCP Central Clearing Party 中央结算对手CDD Cooling Degree Days 降温天数CDO Collateralized Debt Obligation 债务抵押
8、债券CDS Credit Default Swap 信用违约互换CEBO Credit Event Binary Option信用事件两点式期权Central Clearing 中心结算Central Clearing Party 中央结算对手Central Counterparty 中央交易对手CEV Model Constant Elasticity of Variance Model 常方差弹性模型Cheapest-to-Deliver Bond最便宜可交割债券Cholesky Decomposition 乔里斯基分解Chooser Option选择人期权Class of Options
9、 期权分类Clean Price of Bond债券除息价格Clearing House 结算中心Clearing Margin结算保证金Cliquet Option 棘轮期权CMO Collateralized Mortgage Obligation 见房产抵押债券CMS Constant Maturity Swap固定期限国债互换Collar双限Collateral 抵押品Collateralization 抵押品策略Collateralized Debt Obligation 债务抵押债券Collateralized Mortgage Obligation 房产抵押债券Combinati
10、on 组合Commercial Banks 商业银行Commercial Loan Rate商业贷款利率Commodity Futures Trading Commission商品期货交易管理委员会Commodity Swap 商品互换Compound Interest 复利UCompounding复利计息Compounding Frequency 复利利率Compound Correlation 复合相关系数Compound Option 复合期权Confidence interval 置信区间Continuous Probability Distribution 连续概率分布Confirm
11、ation交易确认书Consumption Asset 消费资产Contango期货溢价Continuous Compounding 连续复利Control Variate Technique 控制变量技术Convenience Yield 便利收益率Conversion Factor 转换因子Convertible Bond可转换债券Convexity 曲率Convexity Adjustment 曲率调整Cornish-Fisher Expansion 科尼什-费雪展开Copayments赔付比例Corporation 公司Correlation 相关性Cost of Capital 资本
12、成本Cost of Carry持有成本Controller 审计官Counterparty 交易对手Coupon券息Coupon bond付息债券Covariance 协方差Covarance Matrix协方差矩阵Covered Call备保看涨期权Crash phobia暴跌恐惧症Credit Contagion 信用蔓延Credit Default Swap信用违约互换Credit Derivative信用衍生产品Credit Event信用事件Credit Event Binary Option信用事件两点式期权Credit Index信用指数Credit Rating信用等级Cred
13、it Ratings Transition Matrix 信用评级转移矩阵Credit Risk信用风险Credit Spread Option信用差价期权CSA Credit Support Annex 信用支持附约CVA Credit Value Adjustment 信用价值调节量Credit Value at Risk信用风险价值度Cross Hedging交叉对冲Currency Swap货币互换Current yield本期收益率Day Count计天方式Day Trade即日交易DCF Discounted Cash flow Model 现金流折现模型DDM Dividend
14、Discount Model 股利贴现模型DVA Debt Value Adjustment 债务价值调节量Decision Tree 决策树Deductible 免赔额Default Risk违约风险Defined-benefit Pension Plan规定受益型养老金计划Defined-contribution Pension Plan 规定缴费型养老金计划Delivery Price 交割价格Delta Hedging Delta 对冲Delta-Neutral Portfolio Delta 中性交易组合Derivative衍生产品Deterministic Variable 确定性
15、变量Diagonal Spread 对角差价Differential Swap交叉货币度量互换Diffusion Process 扩散过程Dirty Price of Bond 带息价格Discount Bond折扣债券Discount Instrument 折扌扣产品Discounted Cash Flow Analysis 贴现现金流分析Discounted Dividend Model 股利贴现模型Diversifiable Risk 可分散风险Diversification 分散化Diversification Principle 分散化原则Diversifying分散投资Discount Rate 贴现率Dividend 股息Div
