发明名称 Systems and methods for analyzing financial models with probabilistic networks
摘要 A computer-assisted method for evaluating a financial model. The method may include selecting a financial model describing a distribution of a first financial variable and representing the financial model in a probabilistic network. The model may also include deriving a refined financial model based on the probabilistic network and finding a value of a financial instrument based at least in part on the refined financial model. A property of the financial instrument may be described by the first financial variable. In various embodiments, the method may also include inferring a value of the first financial variable.
申请公布号 US8370241(B1) 申请公布日期 2013.02.05
申请号 US20040994832 申请日期 2004.11.22
申请人 MORGAN STANLEY;COTTON PETER D 发明人 COTTON PETER D
分类号 G06Q40/00 主分类号 G06Q40/00
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