FRM考试中词汇缩写速查表有哪些?
FRM考试是对金融英语词汇的考察,在FRM考试中词汇缩写速查表有哪些,下文是详细介绍!
ABS asset-backed securities 资产支持证券
Al accrued interest 应计利息
AM arithmetic mean 算术平均(数)
ANOVA analysis of variance 方差分析
APT arbitrage pricing theory 套利定价理论
ARCH autoregressive conditional heteroskedasticity 自回归条件异方差
ARMA autoregressive moving-average model 自回归移动平均模型
BEY bond-equivalent yield 债券等值收益率
CAL capital allocation line 资本配置线
CAPM capital asset pricing model 资本资产定价模型
CAR credit at risk 信用风险
CBO collateralized bond obligation 资产抵押债券
CTD cheapest to deliver 最便宜可交割(债券)

EAR effective annual rate 实际年利率
EAY effective annual yield 实际年收益率
EWMA exponentially weighted moving average 指数加权移动平均
GM geometric mean 几何平均数
IO interest only 利息剥离(证券)
IRR internal rate of return 内部收益率
LBO initial public offering 首次公开发行
MAD mean absolute deviation 平均绝对离差
OLS ordinary least squares 最小二乘法
SPE special purpose entity 特殊目的实体
SPV special purpose vehicle 特殊目的机构
SSE sum of squared error 误差平方和
STRIPS separately traded registered interest and principal security 本息分离证券
VAR value at risk 风险价值