Kategoria BISAC: Mathematics >> Game Theory

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed.

The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.

A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions.Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their...

Constructal Theory of Social Dynamics brings together for the first time social scientists and engineers to develop a predictive theory of social organization, as a conglomerate of mating flows that morph in time to flow more easily (people, goods, money, energy, information). These flows have objectives (e.g., minimization of effort, travel time, cost), and the objectives clash with global constraints (space, time, resources). The result is organization (flow architecture) derived from one principle of configuration evolution in time (the constructal law): "for a...

Das Fach Statistik gehort in vielen Fachrichtungen zum Grundstudium. Wegen des teilweise abstrakten und mathematisch begrundeten Vorgehens haben Studenten haufig Probleme im Verstandnis der statistischen Methoden. Das Arbeitsbuch ist eine Erganzung zu den beiden Lehrbuchern von Helge Toutenburg Deskriptive Statistik und Induktive Statistik, deren voller Stoffumfang klausurrelevant fur Haupt- und Nebenfachstudenten an deutschsprachigen Universitaten ist. Es ist eine effektive Lernhilfe fur die Vorlesungen Statistik I und II. Jedes Kapitel des Arbeitsbuches besteht aus einem anschaulich...

Optionen, Futures, Swaps, strukturierte Investments - auf den heutigen Finanzmarkten werden eine Fulle so genannter derivativer (abgeleiteter) Finanzinstrumente gehandelt. Deren Bewertung und Risikomanagement sind Gegenstand der modernen Finanzmathematik. Dieses Buch fuhrt an entsprechende Fragestellungen, Denkweisen und Losungskonzepte heran und legt dabei besonderes Augenmerk auf praxisrelevante Aspekte und Modelle. Die algorithmische Umsetzung der Losungskonzepte wird in zahlreichen Beispielen mit dem Software-Paket "UnRisk" illustriert. Dieses wird Dozenten und Studierenden (zeitlich...

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.

Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming...

This book focuses on analyzing cost and surplus sharing problems in a systematic fashion. It offers an in-depth analysis of various types of rules for allocating a common monetary value (cost) between members of a group or network - e.g. individuals, firms or products. The results can help readers evaluate the pros and cons of the various methods involved in terms of various factors such as fairness, consistency, stability, monotonicity and manipulability. As such, the book represents an up-to-date survey of cost and surplus sharing methods for researchers, students and practitioners...

This fourth edition on economic dynamics is the premier source on dynamic mathematical tools for economists, with illustrations from many areas of current economic research. It presents the most advanced areas of nonlinear dynamics in a readable manner.

Social systems are among the most complex known. This poses particular problems for those who wish to understand them. The complexity often makes analytic approaches infeasible and natural language approaches inadequate for relating intricate cause and effect. However, individual- and agent-based computational approaches hold out the possibility of new and deeper understanding of such systems.

Simulating Social Complexity examines all aspects of using agent- or individual-based simulation. This approach represents systems as individual elements having each their own set of differing...

Derivative Finanzvertrage sind Teil vieler Finanzierungs- und Investitionsangebote. Neben Forward, Futures sowie Call- und Put-Optionen konnen sie auch sogenannte exotische Optionen beinhalten. Die Analyse der Vertragseigenschaften und der unterschiedlichen Optionen ist einer der Schwerpunkte des Lehrbuchs. Der Autor fuhrt schrittweise in die Grundlagen der Modellierung von Finanzmarktrisiken ein und stellt die Anwendung des Finanzmarktmodells fur die Bewertung komplexer Finanzstrome dar. Die 3. Auflage wurde erweitert und komplett neu uberarbeitet.