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Arbitrage pricing theoryMultiple factor modelsSabr volatility modelImplied volatilityMathematical financeCapital asset pricing modelForward volatilityHeston modelTechnical indicatorModern portfolio theoryTechnical analysisFinancial risk modelingShort-rate modelBinomial options pricing modelDistributed lagBayesian structural time seriesStochastic volatilityInterest rate derivativeAffine term structure modelBond convexityMonte carlo methods in financePresent valueMatrix differential equationDividend discount modelOption time valueExponential utilitySystem dynamicsMoving-average modelExponential discountingEconomic modelOption-adjusted spreadStochastic discount factorLocal linearization methodBetaRisk paritySimultaneous equations modelTrinomial treeRisk measureDynamical systems theoryRnpvAsset pricingStochastic differential equationSharpe ratioRandom effects modelMathematical economicsBond durationMacroeconomic modelBranch and priceLocal martingaleStochastic oscillatorForward curveAutoregressive modelPartial autocorrelation functionDiscrete time and continuous timeLocal regressionMultivariate laplace distributionTime dependent vector fieldGoverning equationComputable general equilibriumIntegro-differential equationModel riskDynamic simulationLog-linear modelFinancial econometricsQuantitative analysisOptimal controlGreeksQuadratic variationAccelerated failure time modelBollinger bandsBayesian vector autoregressionFinite volume methodConditional varianceStatistical modelTime domainStochastic programmingLatent variable modelTail value at riskLikelihood functionFunctional derivativeReplicating portfolioReynolds decompositionModel of computationOrdinary differential equationNonlinear regressionExperimental uncertainty analysisActuarial present valueTime derivativeFinancial modelingRisk reversalTime-scale calculusError correction modelDetrended fluctuation analysisCovariance functionCross-covarianceAnalysis of varianceComplex analysisResidual income valuationProbability distributionFisher equation