专业词汇表大全

SUBJECTINDEXAbsoluteriskaversion,188绝对风险厌恶Additiveandseparablepreferences,240可加可分偏好Affinetransformation,80仿射变换Algebraicbasis,100代数基Alpha,231（希腊字母）Americancalloption,168美式买权（看涨期权）Americanputoption,168美式买权（看跌期权）Analyticfunction,198分析函数Arbitrageopportunity,21,51,94套利（机会）infiniteasset,117无限（数量）资产套利（机会）Arbitragepricingtheory(APT)：comparisontoequilibriumpricing,67,213,273,274套利定价理论，与均衡定价理论比较generalized,25,100一般套利定价理论robustness,29,108稳健性Ross’s111罗斯的套利定价理论Assetmarketequilibrium,205,268资产市场均衡Assetmodel,18,89资产模型Assetvalue18，90资产价值Bankruptcy,140破产costs,142破产成本Basisset,52,103基集Bellmanfunction,243贝尔曼函数Bellman’sprincipleofoptimality,251贝尔曼最优原理Beta,206（希腊字母）Binomialoptionpricing,171,二项期权定价Black-Scholesoptionmodel,176布莱克－斯科尔斯期权定价模型Bonds:default-free,153无违约债券discount,25,153折扣债券market,65债券市场marketequilibrium,66债券市场均衡Boundednessaxiom,11,73有界性公理Brownianmotion,29布朗运动Budgetconstraint,28预算约束Buyandholdstrategies,152买入持有策略Calloption,167买权（看涨期权）American,168美式的European,167欧式的Capitalassetpricingmodel(CPM),193资本资产定价模型consumptionbeta,211消费marketbeta,206市场Capitalgainsincometax,157资本利得税Capitalmarketline,223资本市场线Cardinalutilitytheory,69,79基数效用理论existence,75存在性uniqueness,81唯一性certaintyequivalents,183确定性等价choiceset,5选择集constrained,41,180受约束选择集commonequity,33普通股（权）commoninformation,288公共信息comparabilityaxiom,6,72可比较性公理competitiveequilibrium,20,245,268竞争性均衡definition,63定义existence,65存在性temporary,245瞬时的competitivemarketsassumption,19,93竞争性市场消费Compositionoffunction,12复合函数Concaveutilityfunction,185凹效用函数Conditionedhomogeneousbeliefs,90条件同质信念Consumptionbeta,211,249消费Consumptiongoodsmarketequilibrium,205消费品市场均衡Consumption-savingmodel,13,82消费储蓄模型Continuityaxiom,79,83连续性公理Convergenceindistribution,79,83分布收敛Convexpreferences,42凸偏好Convexset,6凸集Corporatefinance,31公司财务Corporateincometaxes,140公司所得税Couponbonds,156息票债券Debt/equitypolicy,35,136债权/股权政策Default-freebonds,149无违约债券coupon,156息票债券discount,153折扣债券Degenerateprobabilitydistribution,76退化概率分布Dictionaryordering,7,9,10字典序Differentialinformation,283信息差异Discountbond,25,153折扣债券Discreteprobabilitydistribution,75离散概率分布Disequilibrium,62,233失衡（非均衡）Diversification,117,206,271分散化（多样化）Dividend:irrelevance,34,131股利无关pershare,31每股股利policy,31,128股利政策Dollarnumeraire,19美元标价（计价）Dollars,20,90美元Dominance,23,98占优性Dynamictradingstrategies,162动态交易策略Earlyexercise,168提前执行Efficientfrontier,228有效前沿ofriskassets,226风险资产的有效前沿Efficientportfolio,223有效组合Endowment,105,禀赋Equilibrium,62均衡Euclideanspace,6欧几里德空间Europeancalloption,167欧式买权（看涨期权）Europeanput-callparity,171欧式买权－卖权平价Events,91事件Exerciseprice,167执行价格Expectedutility,75期望效用Expectedutilityhypothesis,77,83期望效用假说Exponentialfunction,172（自然）指数函数Facevalue,156面值Factors,116因子Firmvalue,35公司价值Forwardrate,155远期利率Freelunch,22免费午餐Frictionlessmarketassumption,19,93无摩擦市场假设Fullyrevealingrationalexpectationsequilibrium,289完全显示理性预期均衡Generalizedarbitragepricingtheory,25一般套利定价理论Homogeneousbeliefsassumption,19同质信念假设Identicalfirmhypothesis,33,36,130,138同质公司假说Implicitfunctiontheorem,45隐函数定理Indexset,101指标集Indifferencecurve,44无差异曲线Indifferencerelation,8,72无差异关系Infiniteassetarbitrageopportunities,117无限数量资产套利（机会）Inflationrate,27,56,201,266通胀率Informationalcontent:debt/equity,147债权/股权信息内容dividends,134股利信息内容Informationset,91,150,237信息集common,288公共信息private,289私人信息public,289公开信息Intermediatevalueaxiom,10,73中值公理Internalrateofreturn,153内含报酬率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有限责任Linearfactorhypothesis,116,263线性因子假说Linearindependent,10线性独立Liquiditypremium,156流动性溢价Localriskaversionmeasure,186局部风险厌恶测度Lotterytickets,70彩票Marginrequirement,19保证金要求Marketbeta,206市场Marketedassets,90市场资产Marketefficiency,281,288有效市场semi-strong,289半强有效市场strong,289强有效市场weak,289弱有效市场Marketportfolio,207,247,271市场组合Markets:competitive,19竞争性市场frictionless,19无摩擦市场Marketyield,153市场收益Maturitydate,156,167到期日Mean-valuetheorem,251中值定理Mean-varianceefficientportfolio,225均值－方差有效组合Mean-variancemodel,197均值－方差模型Mixtureset,72混合集Monotonicityassumption,14,40,84单调性假设Monotonictransformation,12单调变换Multifacorbetaform,248多因子形式Multiplicativebinomialprocess,174倍增二项过程Municipalbond,132市政债券Mutualfund,207共同基金Mutualfundtheorem,208,247共同基金定理Naïveinvestors,285非专业投资者Nominalreturn,55名义回报Normallydistributedreturns,199正态分布型回报Objectiveprobabilities,70客观概率Optimalconsumption:最优消费existence,41,189存在性uniqueness,43,190唯一性Optimalportfolio:最优组合existence,50存在性uniqueness,51唯一性Optionpricing,161选择权定价Orderpreservingaxiom,9,72保序性公理Ordinalutilityfunction,11,73叙述效用函数Personalincometaxes,132,144个人所得税Portfoliorisk,209组合风险Preferencerelation,6,72偏好关系comparability,6,72可比较性convexity,42,凸性dictionaryorder,7字典序indifference,8,72无差异reflexivity,6,72自反性strictpreference,8严格偏好transitivity,7,72传递性Pricefunction,20价格函数Pricefunctional,94价格泛函random,163,284随机的Pricelevel,27,40,55,105价格水平Primaryassets,113基础资产Privateinformation,289个人信息Probabilitymeasure,92概率测度Publicinformation,289公开信息Pureexchangeeconomy,54纯交换经济Put-callparity,171买－卖权平价Putoptions,167卖权American,168美式的European,167欧式的Quadraticutility,199二次型效用Quasi-concaveutilityfunctions,43拟凹效用函数RandomWalk,174随机游走Rationalexpectationsequilibrium,287理性预期均衡fullyrevealing,289完全显示理性预期均衡Realrateofinterest,55实际利率Realreturn,202,266真实回报Reflexivityaxiom,6,72自反性公理Regularutilityfunctions,42正则效用函数Residuals,116剩余Return,102回报（率）Riskaverse,184风险厌恶的Riskaversion,82,182风险厌恶Risklessasset,102无风险资产Risklessrate,154无风险利率Riskloving,184风险爱好Riskneutral,184风险中性Riskpremium,185风险溢价Riskreturntradeoff,207风险回报替代Ross’sarbitragepricingtheory,111罗斯的套利定价理论Securityanalysis,231证券分析Securitymarketline,223证券市场线Self-financingtradingstrategies,163自融资交易策略Setofalternatives,5,13,69,82选择集Shortsales,19卖空-algebra,91－代数Sophisticatedinvestors,285专业投资者Spotrate,154即期利率Statespace,90状态空间Statisticalindependence,263统计独立Stochasticcontrolproblem,241随机控制问题Stochasticdifferentialequation,243随机微分方程Strictconvexpreferences,42严格凸偏好Strongindependenceaxiom,73强独立性公理Subjectiveprobability,92主观概率Taxes,19税Taxexemptbond,159免税债券Taylorseriesexpansion,187