FRM考試中詞匯縮寫速查表有哪些?
FRM考試是對(duì)金融英語詞匯的考察,在FRM考試中詞匯縮寫速查表有哪些,下文是詳細(xì)介紹!
ABS asset-backed securities 資產(chǎn)支持證券
Al accrued interest 應(yīng)計(jì)利息
AM arithmetic mean 算術(shù)平均(數(shù))
ANOVA analysis of variance 方差分析
APT arbitrage pricing theory 套利定價(jià)理論
ARCH autoregressive conditional heteroskedasticity 自回歸條件異方差
ARMA autoregressive moving-average model 自回歸移動(dòng)平均模型
BEY bond-equivalent yield 債券等值收益率
CAL capital allocation line 資本配置線
CAPM capital asset pricing model 資本資產(chǎn)定價(jià)模型
CAR credit at risk 信用風(fēng)險(xiǎn)
CBO collateralized bond obligation 資產(chǎn)抵押債券
CTD cheapest to deliver 最便宜可交割(債券)

EAR effective annual rate 實(shí)際年利率
EAY effective annual yield 實(shí)際年收益率
EWMA exponentially weighted moving average 指數(shù)加權(quán)移動(dòng)平均
GM geometric mean 幾何平均數(shù)
IO interest only 利息剝離(證券)
IRR internal rate of return 內(nèi)部收益率
LBO initial public offering 首次公開發(fā)行
MAD mean absolute deviation 平均絕對(duì)離差
OLS ordinary least squares 最小二乘法
SPE special purpose entity 特殊目的實(shí)體
SPV special purpose vehicle 特殊目的機(jī)構(gòu)
SSE sum of squared error 誤差平方和
STRIPS separately traded registered interest and principal security 本息分離證券
VAR value at risk 風(fēng)險(xiǎn)價(jià)值