Page 9 - 風險管理小辭典
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殖利率曲線 (Yield Curve)..............................................64
資金缺口模型 (Funds Gap)............................................67
到期日缺口模型 (Maturity Gap)....................................69
存續期間缺口 (Duration Gap)........................................71
現金流量拆解 (Cash-Flow Mapping)..............................72
零息債券 (Zero Coupon Bond).......................................74
定息債券 (Fixed-Coupon Bonds)....................................76
浮動利率債券 (Floating Rate Note ， FRN).....................78
養券 (Yielding)..............................................................80
衍生性金融商品 (Derivatives).......................................81
遠期利率協定 (Forward Rate Agreement ， FRA)............83
利率期貨 (Interest Rate Futures)....................................85
公債期貨 (T-Bond Futures)............................................87
應計利息 (Accrued In terest)...........................................92
可轉換公司債 (Convertible Bond)..................................93
利率選擇權 (Interest Rate Options ， IROs).....................97
利率交換 (Interest Ra te Swaps)....................................100
貨幣交換 (Currency Swap)...........................................103
可贖回債券 (Callable Bonds).......................................105
可賣回債券 (Putable Bonds)........................................106
選擇權 (Options).........................................................107
亞洲式選擇權 (Asian Options).....................................110
名目本金衡量法 (Notional M easures)..........................112
敏感性因子衡量法 (Factor-Sensitivity Measures).........113
