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Heston modelFinancial risk modelingBinomial options pricing modelArbitrage pricing theoryMathematical financeCapital asset pricing modelModern portfolio theoryFinancial econometricsQuantitative analysisSupply and demandStochastic discount factorMultiple factor modelsMathematical economicsEfficient frontierFinancial modelingMarkov decision processSabr volatility modelGrinold and kroner modelCarhart four-factor modelMerton's portfolio problemFriedman ruleFibonacci retracementMagic formula investingBenjamin graham formulaRnpvBlack modelMarkov modelOptimizationSingle-index modelMacroeconomic modelLocal volatilityTrinomial treeStochastic frontier analysisLoanable fundsGompertz functionEconomic modelFisher equationTechnical analysisDiscrete optimizationEconometricsHamada's equationOptimal estimationSharpe ratioAffine term structure modelMartingale pricingLinear programmingReplicating portfolioStochastic programmingProspect theoryComputational financeRostow's stages of growthDividend discount modelRisk measureOmega ratioActive-set methodKuznets curveNet current asset valueRevised simplex methodLaplace's methodHimmelblau's functionIndependent chip modelPermanent income hypothesisModel riskFriedman testOdds algorithmDoob's martingale inequalityAlmost ideal demand systemOptimization problemRisk parityStochastic oscillatorMilstein methodSimplex algorithmEllipsoid methodSortino ratioSchwartz kernel theoremMarshallian demand functionMarkov logic networkEfficient-market hypothesisKuramoto modelPopulation modelBachelier modelStochastic dynamic programmingKeynesian crossComplexity economicsDesign optimizationCumulative prospect theoryGeneralized method of momentsStochastic matrixMaclaurin's inequalitySchelling's model of segregationBig m methodBayesian optimizationMoving-average modelConsumption functionApplied economicsLinear-fractional programmingAckley functionLibor market modelBranch and priceAustrian business cycle theory