Currency
£145.00
Book description
Probabilistic Graphical Models teaches this relatively new technique to the reader, explaining how it can be applied to a variety of everyday challenges. Previous to their use in finance, PGMs have been used in disciplines such as computer science, engineering and medicine. Author Alexander Denev expands on this pre-existing material to examine other types of PGMs, demonstrating a novel range of applications.
Chapters feature:
- Why is a new approach needed?
- Probabilistic Graphical Models: An Overview
- Stress Testing
- Asset Allocation
- Hedging
- Credit Risk
ISBN
9781782720973
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