金融数学中英文专业词汇对照

《金融数学中英文专业词汇对照》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。

1、accumulationfunction累积函数American-styleoption美式期权amortizationmethod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-moneyoption平价期权baseamount基价basepoints基点bearspreads熊市差价Bermudan-styleoption百慕大期权binomialtree二叉树bond债券bondwithcoupons附息债券boxspread盒式差价brownianmotio

2、n布朗运动bullspreads牛市差价butterflyspreads蝶式差价buyer买方calloption看涨期权callablebond可赎回债券cashflowmatching现金流配比cash-and-carryarbitrage正向套利Chicagomercantileexchange（CME）芝加哥商业交易所collar衣领策略collarwidth衣领宽度commonstock普通股compoundincreasingannuity复递增年金compoundinterest复利continuouslypayableannuity连续支付

3、年金continuouslypayablecontinuouslydecreasingannuity连续支付连续递减的年金continuouslypayablecontinuouslyincreasingannuity连续支付连续递增的年金continuouslypayabledecreasingannuity连续支付的递减年金continuouslypayableincreasingannuity连续支付的递增年金continuouslypayablevaryingannuity连续支付的变额年金convexity凸度coupon息票收入couponra

4、te息票率decreasingannuity递减年金decreasingannuity-due期初付递减年金decreasingannuity-immediate期末付递减年金deliveryprice交割价格derivativeinstrument衍生产品discountfunction贴现函数duration久期effectiveduration有效久期effectiverateofdiscount实际贴现率effectiverateofinterest实际利率equationofvalue价值方程European-styleoption欧式期权exe

5、rciseprice执行价格faceamount面值fixedinterestratemodel固定利率模型forceofdiscount贴现力forceofinterest利息力forwardcontract远期合约forwardprice远期价格forwardrate远期利率forwardrateagreements（FRA）远期利率协议forwards远期fullimmunization完全免疫futurevalue终值futures期货futurescontracts期货合约futuresprice期货价格hedging套期保值immunizati

6、on免疫increasingannuity递增年金increasingannuity-due期初付递增年金increasingannuity-immediate期末付递增年金initialmargin初始保证金interest利息interestrateswaps利率互换interestratetree利率树interest-sensitivecashflows利率敏感型现金流internalrateofreturn内涵报酬率in-the-moneyoption实值期权intrinsicvalue内在价值investmentyearmethod投资年度法I

7、toprocess伊藤过程levelannuity等额年金Londoninterbankofferedrate伦敦银行同业拆借利率longposition多头maintenancemargin维持保证金markingtomarket盯市modifiedduration修正久期mortgage抵押贷款netpresentvalue净现值nominalrateofdiscount名义贴现率nominalrateofinterest名义利率offset对冲平仓option期权optionprice期权价格out-of-the-moneyoption虚值期权out

8、standingbalance未偿还本金余额paryieldcur