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Probabilistic Graphical Models
A New Way of Thinking in Financial Modelling
Discipline: Operational Risk
No of pages: 448
First published:
ISBN: 9781782720973
Probabilistic Graphical Models gives an overview of PGMs (a framework encompassing techniques like Bayesian networks, Markov random fields and chain graphs), which incorporate forward-looking information for making financial decisions, and applies them to stress testing, asset allocation, hedging, and credit risk.
