книга A Game Theory Analysis of Options

А Б В Г Д Е Ж З И К Л М Н О П Р С Т У Ф Х Ц Ч Ш Щ Э Ю Я
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A Game Theory Analysis of Options

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Название: A Game Theory Analysis of Options
Автор: Alexandre Ziegler
Страниц: 174
Формат: PDF
Размер: 13.9 Мб
Качество: Отличное
Язык: Английский
Жанр: математика
Год издания: 2004


Game Theory is the study of multi-person decision problems. Since its beginnings in the early 20th century and von Neumann's [86] proof of the minimax theorem, game theory has evolved rapidly and is now a major field of economic theory. It has become a standard part of major economics textbooks and is the main instrument of analysis in some important fields of economies, such as industrial organization, corporate finance and financial intermediation.In spite of this development, in recent years, game theory has faced methodological problems in handling uncertainty and timing decisions in dynamic models. This constitutes a severe limitation for the analysis of strategie issues in financial decision-making, where uncertainty and risk are particularly important.


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