專業(yè)詞匯表大全

SUBJECTINDEXAbsoluteriskaversion,188絕對(duì)風(fēng)險(xiǎn)厭惡Additiveandseparablepreferences,240可加可分偏好Affinetransformation,80仿射變換Algebraicbasis,100代數(shù)基Alpha,231（希臘字母）Americancalloption,168美式買權(quán)（看漲期權(quán)）Americanputoption,168美式買權(quán)（看跌期權(quán)）Analyticfunction,198分析函數(shù)Arbitrageopportunity,21,51,94套利（機(jī)會(huì)）infiniteasset,117無限（數(shù)量）資產(chǎn)套利（機(jī)會(huì)）Arbitragepricingtheory(APT)：comparisontoequilibriumpricing,67,213,273,274套利定價(jià)理論，與均衡定價(jià)理論比較generalized,25,100一般套利定價(jià)理論robustness,29,108穩(wěn)健性Ross’s111羅斯的套利定價(jià)理論Assetmarketequilibrium,205,268資產(chǎn)市場(chǎng)均衡Assetmodel,18,89資產(chǎn)模型Assetvalue18，90資產(chǎn)價(jià)值Bankruptcy,140破產(chǎn)costs,142破產(chǎn)成本Basisset,52,103基集Bellmanfunction,243貝爾曼函數(shù)Bellman’sprincipleofoptimality,251貝爾曼最優(yōu)原理Beta,206（希臘字母）Binomialoptionpricing,171,二項(xiàng)期權(quán)定價(jià)Black-Scholesoptionmodel,176布萊克－斯科爾斯期權(quán)定價(jià)模型Bonds:default-free,153無違約債券discount,25,153折扣債券market,65債券市場(chǎng)marketequilibrium,66債券市場(chǎng)均衡Boundednessaxiom,11,73有界性公理Brownianmotion,29布朗運(yùn)動(dòng)Budgetconstraint,28預(yù)算約束Buyandholdstrategies,152買入持有策略Calloption,167買權(quán)（看漲期權(quán)）American,168美式的European,167歐式的Capitalassetpricingmodel(CPM),193資本資產(chǎn)定價(jià)模型consumptionbeta,211消費(fèi)marketbeta,206市場(chǎng)Capitalgainsincometax,157資本利得稅Capitalmarketline,223資本市場(chǎng)線Cardinalutilitytheory,69,79基數(shù)效用理論existence,75存在性u(píng)niqueness,81唯一性certaintyequivalents,183確定性等價(jià)choiceset,5選擇集constrained,41,180受約束選擇集commonequity,33普通股（權(quán)）commoninformation,288公共信息comparabilityaxiom,6,72可比較性公理competitiveequilibrium,20,245,268競(jìng)爭(zhēng)性均衡definition,63定義existence,65存在性temporary,245瞬時(shí)的competitivemarketsassumption,19,93競(jìng)爭(zhēng)性市場(chǎng)消費(fèi)Compositionoffunction,12復(fù)合函數(shù)Concaveutilityfunction,185凹效用函數(shù)Conditionedhomogeneousbeliefs,90條件同質(zhì)信念Consumptionbeta,211,249消費(fèi)Consumptiongoodsmarketequilibrium,205消費(fèi)品市場(chǎng)均衡Consumption-savingmodel,13,82消費(fèi)儲(chǔ)蓄模型Continuityaxiom,79,83連續(xù)性公理Convergenceindistribution,79,83分布收斂Convexpreferences,42凸偏好Convexset,6凸集Corporatefinance,31公司財(cái)務(wù)Corporateincometaxes,140公司所得稅Couponbonds,156息票債券Debt/equitypolicy,35,136債權(quán)/股權(quán)政策Default-freebonds,149無違約債券coupon,156息票債券discount,153折扣債券Degenerateprobabilitydistribution,76退化概率分布Dictionaryordering,7,9,10字典序Differentialinformation,283信息差異Discountbond,25,153折扣債券Discreteprobabilitydistribution,75離散概率分布Disequilibrium,62,233失衡（非均衡）Diversification,117,206,271分散化（多樣化）Dividend:irrelevance,34,131股利無關(guān)pershare,31每股股利policy,31,128股利政策Dollarnumeraire,19美元標(biāo)價(jià)（計(jì)價(jià)）Dollars,20,90美元Dominance,23,98占優(yōu)性Dynamictradingstrategies,162動(dòng)態(tài)交易策略Earlyexercise,168提前執(zhí)行Efficientfrontier,228有效前沿ofriskassets,226風(fēng)險(xiǎn)資產(chǎn)的有效前沿Efficientportfolio,223有效組合Endowment,105,稟賦Equilibrium,62均衡Euclideanspace,6歐幾里德空間Europeancalloption,167歐式買權(quán)（看漲期權(quán)）Europeanput-callparity,171歐式買權(quán)－賣權(quán)平價(jià)Events,91事件Exerciseprice,167執(zhí)行價(jià)格Expectedutility,75期望效用Expectedutilityhypothesis,77,83期望效用假說Exponentialfunction,172（自然）指數(shù)函數(shù)Facevalue,156面值Factors,116因子Firmvalue,35公司價(jià)值Forwardrate,155遠(yuǎn)期利率Freelunch,22免費(fèi)午餐Frictionlessmarketassumption,19,93無摩擦市場(chǎng)假設(shè)Fullyrevealingrationalexpectationsequilibrium,289完全顯示理性預(yù)期均衡Generalizedarbitragepricingtheory,25一般套利定價(jià)理論Homogeneousbeliefsassumption,19同質(zhì)信念假設(shè)Identicalfirmhypothesis,33,36,130,138同質(zhì)公司假說Implicitfunctiontheorem,45隱函數(shù)定理Indexset,101指標(biāo)集Indifferencecurve,44無差異曲線Indifferencerelation,8,72無差異關(guān)系Infiniteassetarbitrageopportunities,117無限數(shù)量資產(chǎn)套利（機(jī)會(huì)）Inflationrate,27,56,201,266通脹率Informationalcontent:debt/equity,147債權(quán)/股權(quán)信息內(nèi)容dividends,134股利信息內(nèi)容Informationset,91,150,237信息集common,288公共信息private,289私人信息public,289公開信息Intermediatevalueaxiom,10,73中值公理Internalrateofreturn,153內(nèi)含報(bào)酬率Ito’slemma,250伊藤引理Jensen’sinequality,185詹森不等式Lagrangian,43,61,202拉格朗日Limitedliability99,167有限責(zé)任Linearfactorhypothesis,116,263線性因子假說Linearindependent,10線性獨(dú)立Liquiditypremium,156流動(dòng)性溢價(jià)Localriskaversionmeasure,186局部風(fēng)險(xiǎn)厭惡測(cè)度Lotterytickets,70彩票Marginrequirement,19保證金要求Marketbeta,206市場(chǎng)Marketedassets,90市場(chǎng)資產(chǎn)Marketefficiency,281,288有效市場(chǎng)semi-strong,289半強(qiáng)有效市場(chǎng)strong,289強(qiáng)有效市場(chǎng)weak,289弱有效市場(chǎng)Marketportfolio,207,247,271市場(chǎng)組合Markets:competitive,19競(jìng)爭(zhēng)性市場(chǎng)frictionless,19無摩擦市場(chǎng)Marketyield,153市場(chǎng)收益Maturitydate,156,167到期日Mean-valuetheorem,251中值定理Mean-varianceefficientportfolio,225均值－方差有效組合Mean-variancemodel,197均值－方差模型Mixtureset,72混合集Monotonicityassumption,14,40,84單調(diào)性假設(shè)Monotonictransformation,12單調(diào)變換Multifacorbetaform,248多因子形式Multiplicativebinomialprocess,174倍增二項(xiàng)過程Municipalbond,132市政債券Mutualfund,207共同基金Mutualfundtheorem,208,247共同基金定理Na?veinvestors,285非專業(yè)投資者Nominalreturn,55名義回報(bào)Normallydistributedreturns,199正態(tài)分布型回報(bào)Objectiveprobabilities,70客觀概率Optimalconsumption:最優(yōu)消費(fèi)existence,41,189存在性u(píng)niqueness,43,190唯一性O(shè)ptimalportfolio:最優(yōu)組合existence,50存在性u(píng)niqueness,51唯一性O(shè)ptionpricing,161選擇權(quán)定價(jià)Orderpreservingaxiom,9,72保序性公理Ordinalutilityfunction,11,73敘述效用函數(shù)Personalincometaxes,132,144個(gè)人所得稅Portfoliorisk,209組合風(fēng)險(xiǎn)Preferencerelation,6,72偏好關(guān)系comparability,6,72可比較性convexity,42,凸性dictionaryorder,7字典序indifference,8,72無差異reflexivity,6,72自反性strictpreference,8嚴(yán)格偏好transitivity,7,72傳遞性Pricefunction,20價(jià)格函數(shù)Pricefunctional,94價(jià)格泛函random,163,284隨機(jī)的Pricelevel,27,40,55,105價(jià)格水平Primaryassets,113基礎(chǔ)資產(chǎn)Privateinformation,289個(gè)人信息Probabilitymeasure,92概率測(cè)度Publicinformation,289公開信息Pureexchangeeconomy,54純交換經(jīng)濟(jì)Put-callparity,171買－賣權(quán)平價(jià)Putoptions,167賣權(quán)American,168美式的European,167歐式的Quadraticutility,199二次型效用Quasi-concaveutilityfunctions,43擬凹效用函數(shù)RandomWalk,174隨機(jī)游走Rationalexpectationsequilibrium,287理性預(yù)期均衡fullyrevealing,289完全顯示理性預(yù)期均衡Realrateofinterest,55實(shí)際利率Realreturn,202,266真實(shí)回報(bào)Reflexivityaxiom,6,72自反性公理Regularutilityfunctions,42正則效用函數(shù)Residuals,116剩余Return,102回報(bào)（率）Riskaverse,184風(fēng)險(xiǎn)厭惡的Riskaversion,82,182風(fēng)險(xiǎn)厭惡Risklessasset,102無風(fēng)險(xiǎn)資產(chǎn)Risklessrate,154無風(fēng)險(xiǎn)利率Riskloving,184風(fēng)險(xiǎn)愛好Riskneutral,184風(fēng)險(xiǎn)中性Riskpremium,185風(fēng)險(xiǎn)溢價(jià)Riskreturntradeoff,207風(fēng)險(xiǎn)回報(bào)替代Ross’sarbitragepricingtheory,111羅斯的套利定價(jià)理論Securityanalysis,231證券分析Securitymarketline,223證券市場(chǎng)線Self-financingtradingstrategies,163自融資交易策略Setofalternatives,5,13,69,82選擇集Shortsales,19賣空-algebra,91－代數(shù)Sophisticatedinvestors,285專業(yè)投資者Spotrate,154即期利率Statespace,90狀態(tài)空間Statisticalindependence,263統(tǒng)計(jì)獨(dú)立Stochasticcontrolproblem,241隨機(jī)控制問題Stochasticdifferentialequation,243隨機(jī)微分方程Strictconvexpreferences,42嚴(yán)格凸偏好Strongindependenceaxiom,73強(qiáng)獨(dú)立性公理Subjectiveprobability,92主觀概率Taxes,19稅Taxexemptbond,159免稅債券Taylorseriesexpansion,187