《金融数学》专业词汇英汉对照表

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1、intcrestpayablepayablepayablepayablepayablepayableannuitycontinuouslydecreasingannuitycontirmoils1yincreasingannuitydecreasingarmuityincreasingannuityvaryingannuity累积函数美式期权分期偿还法年金期初H寸年金期末付年金套利平价期权基价基点熊市差价百慕大期权二叉树债券附息债券盒式差价布朗运动牛市差价蝶式差价买方看涨期权可赎冋债券现金流配比正向套利芝加哥商业交易所衣领策略衣领宽度普通股复递增年金复利连续支

2、付年金连续支付连续递减的年金连续支付连续递增的年金连续支付的递减年金连续支付的递增年金连续支付的变额年金凸度息票收入息票率递减年金期初付递减年金期末付递减年金《金融数学》专业词汇英汉对照表accumulationfunctionAmerican-styleoptionamortizationmethodannuityannuity-dueannuity-immediatearbitrageat-the-moneyoptionbaseamountbasepointsbearspreadsBermudan-styleoptionbinomialtreebondbo

3、ndwithcouponsboxspreadbrownianmotionbul1spreadsbutterflyspreadsbuyercalloptioncallablebondcashflowmatchingcash-and-carryarbitrageChicagomercantileexchange(CME)collarcollarwidthcommonstockcompoundincreasingannuitycompoundi…continuouslycontinuouslycontinuouslycontinuouslycontinuouslyc

4、ontinuouslyconvexitycouponcouponratedecreasingannuitydecreasingannuity-duedecreasingannuity-immediatedeliveryprice交割价格derivativeinstrument衍生产品discountfunction贴现函数duration久期effectiveduration有效久期effectivcrateofdiscount实际贴现率effectiverateofinterest实际利率equationofvalue价值方程European-styleop

5、tion欧式期权exerciseprice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ful1immunization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i

6、mmunization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initiolmargin初始保证金intcrest利息interestrateswaps利率互换interestratetree利率树interest-sensitivecashflows利率敏感型现金流interrmlrateofreturn内涵报酬率in-thc-moncyoption实值期权intrinsicvalue内在价值investmentyearmetho

7、d投资年度法Itoprocess伊藤过程1evelarmuity等额年金Londonintcrbankofferedrate伦敦银行同业拆借利率longposition多头maintenancemargin维持保证金markingtomarket盯市modifiedduration修止久期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

8、期权outstandingbalane