《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
margin rate
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 ann
uity 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 value 内在价值
investment year method 投资年度法
Ito process 伊藤过程
level annuity 等额年金
London interbank offered rate 伦敦银行同业拆借利率long position 多头
maintenance margin 维持保证金
marking to market 盯市
modified duration 修正久期mortgage 抵押贷款
net present value 净现值
nominal rate of discount 名义贴现率nominal rate of interest 名义利率
offset 对冲平仓option 期权
option price 期权价格
out-of-the-money option 虚值期权outstanding balance 未偿还本金余额par yield curve 平价收益率曲线payoff 回收
perpetuity 永续年金portfolio method 组合方法preferred stock 优先股premium 期权费premium amortization 溢价分摊present value 现值
principle 本金prospective method 将来法
pure discount bond 贴现债券
put option 看跌期权
ratio spread 比率差价redemption value 偿还值retrospective method 过去法
reverse cash-and-carry arbitrage 反向套利
risk-neutral probability 风险中性概率seller 卖方
short position 空头
short sale 卖空
simple interest 单利
sinking fund method 偿债基金法spot price 即期价格
spot rate 即期利率spreads 差价
stock 股票
straddle 跨式策略
strap 带式策略
strip 条式策略
swap 互换
swap rate 互换利率
term structure of interest rate 利率的期限结构time-weighted rate of return 时间加权收益率underlying asset 标的资产
variance rate 方差率
varying interest rate model 变动利率模型covered call 有担保的看涨期权covered put 有担保的看跌期权yield rate 收益率
yield to maturity 到期收益率
zero-cost collar 零成本衣领
zero-coupon bond 零息债券

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