1、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
2、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 c
3、ompound 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 p
4、ayable 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
5、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 forwa
6、rds 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
7、 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 durati
8、on 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 premiu
9、m 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
10、 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
