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Local volatilityStochastic volatilityHeston modelArbitrage pricing theoryMultiple factor modelsMathematical financeStochastic oscillatorStochastic discount factorQuadratic variationFinancial risk modelingAffine term structure modelCapital asset pricing modelBinomial options pricing modelStochastic programmingStochastic matrixStochastic differential equationStochastic calculusModern portfolio theoryImplied volatilityMarkov modelShort-rate modelBlack modelDoob's martingale inequalityRandom effects modelMathematical economicsBetaStochastic frontier analysisSingle-index modelGrinold and kroner modelLocal martingaleMilstein methodStochastic processDetrended fluctuation analysisFinancial econometricsMoving-average modelTechnical analysisModel riskExplained variationGompertz functionTrinomial treeQuantitative analysisSharpe ratioStochastic simulationStochastic quantum mechanicsDiffusion processRisk reversalEconomic modelResponse surface methodologyTechnical indicatorDynamical systems theorySystem dynamicsMarkowitz modelMonte carlo methods in financeInterest rate derivativeStatistical modelBayesian structural time seriesDynamic causal modelingBayesian vector autoregressionFinancial modelingReplicating portfolioForward volatilitySupply and demandAnalysis of varianceRisk parityFibonacci retracementGeneralized additive modelBond convexityEstimating equationsLibor market modelRisk measureSimultaneous equations modelLatent growth modelingGreeksNeural network gaussian processBranching processEconometricsGraphical modelMarkov decision processMultivariate laplace distributionGeneralized method of momentsStochastic driftStability theoryMacroeconomic modelExplained sum of squaresSystem identificationBollinger bandsSensitivity analysisRandom variableSemiparametric modelOption-adjusted spreadStatistical learning theoryPhysics of financial marketsFourier analysisResolvent formalismGaussian random fieldDifferential equationDynamic factorPoisson regressionFisher equationGirsanov theorem