Here are a couple of dictionaries that might be what you're looking for:

https://www.amazon.com/Historical-Dictionary-Orthodox-Michael-Prokurat/dp/0810830817

https://www.amazon.com/Blackwell-Dictionary-Eastern-Christianity/dp/0631232036/

Thank you for your answer David Dunaetz, it is not quite what I am looking for but still it is probably something like that I'll have to get, doesn't seem to exist any resourse for specifically Theological terms from Orthodox point of view.

As someone who holds a PhD in theology with an emphasis on Eastern Christianity, I will confirm that David Dunaetz' recommendation of the Blackwell Dictionary is not likely to be bettered.

If you explain why this is "not quite what I am looking for" then you might receive some more helpful input.

Sorry if my tone seemed negative, that wasn't my purpose.

I'll explain what I'm looking for practically: When I study, I stumble upon theological words which I don't understand. Thats the moment when I want to reach out for a book in my bookshelf to find an explanation to that word.

As a student studying Eastern Christianity from within I don't need a book that contains lots of information about the history or liturgy of the Orthodox Churches for example, which seems to be a book for people studying Eastern Christianity from the outside, in need of a book which covers the Orthodox Church(es) on the whole. This I would call a encyclopedia, not a dictionary. These topics I find better explained in other books specific for their topic. What I really want if it exists is a concise dictionary of theological terms. (I have some religious lexicons (Swedish), but they only contains half of the words I am searching for)

My expectation of a book that also contains info about history and traditions of the orthodox Christianity on a whole, is that this would contain less entries about what I am really looking for.

Do you think the

Historical Dictionary of the Orthodox Church

that David Dunaetz linked to will give me what I seek?

By the sounds of it – particularly when you say "concise dictionary of theological terms" – I think a book like John MuGuckin's Westminster Handbook to Patristic Theology might serve your needs:

https://www.amazon.com/Westminster-Handbook-Patristic-Theology/dp/0664223966

Or perhaps Ferguson's Encyclopedia of Early Christianity:

https://www.amazon.com/Encyclopedia-Christianity-Garland-Reference-Humanities/dp/0815333196/ref=sr_1_1?s=books&ie=UTF8&qid=1547145496&sr=1-1&keywords=Encyclopedia+of+Early+Christianity

While these books are not specifically Orthodox (though John McGuckin is himself Orthodox) they both feature many of the terms that students (and faculty) need to thoroughly understand if working in the field of Eastern and/or early doctrine.

Ultimately, you can never have too many reference books.

I am not familiar with the other book mentioned by David Dunaetz, so cannot comment on it.

Thank you all for your help. I missed your second book recommendation, David. This I have now ordered. Thank you. The westminister handbook is a good tip, John, I ordered it to, and also it is true that you can never have too many reference books. Good point. Then I don't have to look for that one perfect book but use multiple sources. I wish you all all the best in Christ!

Also the following may be useful:

The Blackwell Dictionary of Eastern Christianity, edited by Ken Perry, David J. Melling, Dimitri Brady, Sidney H. Griffith & John F. Healey, editorial consultant John R. Hinnells, Oxford: Blackwell Publishers, 1999, paperback 2001; xxii, 581 pp.;