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Implied volatilityMatrix differential equationPropagation of uncertaintyFixed-income attributionOption-adjusted spreadTail riskInterest rate derivativeSensitivity analysisBarrier optionArbitrage pricing theoryOption time valueRandom variateConditional varianceStochastic differential equationRandom variableForward volatilityMultiple factor modelsRatio distributionLocal volatilityExperimental uncertainty analysisTechnical indicatorExponential utilityGeneralizations of the derivativeSystematic riskDerivativeRisk parityPartial derivativeCredit valuation adjustmentFunction of several real variablesBetaMoneynessRisk measureMulti-attribute utilityRandom effects modelOrdinary differential equationSimultaneous equations modelConditional dependenceMonte carlo methods in financeLookback optionIntegro-differential equationConditional probabilityStochastic volatilityTail value at riskFractional calculusExponential discountingForecast errorComplex random variableGreeksMultivalued functionMultivariate statisticsMargin of safetyInformation ratioDifferential equationBond convexityCompound probability distributionSharpe ratioTwo-way analysis of varianceCapital asset pricing modelRisk reversalExogenous and endogenous variablesTime derivativeProbability distributionNonlinear regressionDiffuse reflectionMultinomial logistic regressionModern portfolio theoryOverdeterminationMixed modelDelta onePairs tradeBinary optionMultiple integralMarket anomalyIterated integralCoherent risk measureRisk matrixStochastic simulationAccumulation/distribution indexGoverning equationShape riskMultivariable calculusMultinomial probitRandom walk hypothesisOverdispersionMultifractal systemFinancial risk modelingLadderMixture distributionDecision theoryExtrapolationIndexButterflyMeasurement uncertaintyShort-rate modelQuantum stateRational pricingExplained variationConditional entropyIntertemporal choicePossibility theory