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A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time
ISBN: 9783642058462 / Angielski / Miękka / 176 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure...
Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for ...
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cena:
605,23 |
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Path Player Games: Analysis and Applications
ISBN: 9781441946065 / Angielski / Miękka / 168 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A path player game is a new innovative type of game which considers network flow problems from the viewpoint of network owners. This strategy enables modeling real-world problems and has many practical applications. Key features: * Presents a rigorous exposition of the theoretical foundations of the concept of a path player game; * Suggests 18 practical open problems for future research in such areas as traffic planning, computation of equilibria, and optimization; * Examines potentials for games on polyhedra as well as integer versions of generalized Nash... A path player game is a new innovative type of game which considers network flow problems from the viewpoint of network owners. This strategy enabl... |
cena:
201,72 |
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Productivity, Efficiency, and Economic Growth in the Asia-Pacific Region
ISBN: 9783790825640 / Angielski / Miękka / 339 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A collection of various applications of productivity and efficiency analysis. It analyzes the performance of manufacturing firms, banks, venture capital, broadcasting firms, as well as the issues of efficiency in the education sector, regional development, and defense industry.
A collection of various applications of productivity and efficiency analysis. It analyzes the performance of manufacturing firms, banks, venture capit...
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cena:
605,23 |
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Recent Advances in Linear Models and Related Areas: Essays in Honour of Helge Toutenburg
ISBN: 9783790825619 / Angielski / Miękka / 445 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The theory of linear models and regression analysis plays an essential role in the development of methods for the statistical modelling of data. The book presents the most recent developments in the theory and applications of linear models and related areas of active research. The contributions include topics such as boosting, Cox regression models, cluster analysis, design of experiments, feasible generalized least squares, information theory, matrix theory, measurement error models, missing data models, mixture models, panel data models, penalized least squares, prediction, regression... The theory of linear models and regression analysis plays an essential role in the development of methods for the statistical modelling of data. ... |
cena:
403,47 |
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Incomplete Information: Rough Set Analysis
ISBN: 9783790824575 / Angielski / Miękka / 613 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In 1982, Professor Pawlak published his seminal paper on what he called "rough sets" - a work which opened a new direction in the development of theories of incomplete information. Today, a decade and a half later, the theory of rough sets has evolved into a far-reaching methodology for dealing with a wide variety of issues centering on incompleteness and imprecision of information - issues which playa key role in the conception and design of intelligent information systems. "Incomplete Information: Rough Set Analysis" - or RSA for short - presents an up-to-date and highly authoritative...
In 1982, Professor Pawlak published his seminal paper on what he called "rough sets" - a work which opened a new direction in the development of theor...
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cena:
605,23 |
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Continuous-Time Stochastic Control and Optimization with Financial Applications
ISBN: 9783642100444 / Angielski / Miękka / 232 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods. This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dyna... |
cena:
282,42 |
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Theories of Imperfectly Competitive Markets
ISBN: 9783642074356 / Angielski / Miękka / 178 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The ambition of the theory of imperfectly competitive markets is to explain the working of markets in which the issue of strategic interaction among firms is central. Our analysis of this problem will be based on equilibrium concepts borrowed from Game Theory. This research program arises several questions on its feasibility like the empirical relevance of the results, the substantial theoretical insights obtained in this way, etc. Unfortunately, most of these questions can not be answered in the short run. This book is written in the hope that this research strategy is meaningful, but about...
The ambition of the theory of imperfectly competitive markets is to explain the working of markets in which the issue of strategic interaction among f...
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cena:
403,47 |
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Handbook on Optimal Growth 1: Discrete Time
ISBN: 9783642068867 / Angielski / Miękka / 477 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The problem of e?cient or optimal allocation of resources is a fundamental concern of economic analysis. The theory of optimal economic growth can be viewedasanaspectofthiscentraltheme, whichemphasizesingeneraltheissues arising in the allocation of resources over an in?nite time horizon, and in p- ticular the consumption-investment decision process in models in which there is no natural terminal date . This broad scope of optimal growth theory is one which has evolved over time, as economists have discovered new interp- tations of its central results, as well as new applications of its basic...
The problem of e?cient or optimal allocation of resources is a fundamental concern of economic analysis. The theory of optimal economic growth can be ...
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cena:
605,23 |
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Agents, Games, and Evolution: Agents, Games, and Evolution
ISBN: 9781439834701 / Angielski / Twarda / 512 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Based on the author's course at the University of Pennsylvania, this book explores a number of basic games using agent-based models. In these models, agents have fixed strategies. The author uses agent-based models to present a wide range of applications in which strategic interaction is present and for which design issues have genuine practical import. The text covers such games as the Prisoner's Dilemma, Stag Hunt, Battle of the Sexes, and Interrogation. All computational methods are implemented in NetLogo and the required mathematical background is included in an appendix.
Based on the author's course at the University of Pennsylvania, this book explores a number of basic games using agent-based models. In these models, ...
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cena:
879,80 |
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Fuzzy Stochastic Multiobjective Programming
ISBN: 9781441984012 / Angielski / Twarda / 264 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.g., Stancu-Minasian (1984); Slowinski and Teghem (1990); Sakawa (1993); Lai and Hwang (1994); Sakawa (2000)), there seems to be no book which concerns both randomness of events related to environments and fuzziness of human judgments simultaneously in multiobjective decision making problems. In this book, the authors are concerned with introducing the latest advances in the field of... Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematica... |
cena:
403,47 |
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Power, Freedom, and Voting
ISBN: 9783642092428 / Angielski / Miękka / 438 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Power, Freedom, and Voting is an interdisciplinary book that presents a comprehensive insight into current research by economists, mathematicians, philosophers and political scientists on three intimately related concepts that are at the heart of theories of democracy and social welfare. The editors have brought together some of the leading scholars in the different fields to create a distinctive volume. Chapters include contributions on foundational and methodological issues in the definition and measurement of power and freedom and empirical studies of power and coalition formation in... Power, Freedom, and Voting is an interdisciplinary book that presents a comprehensive insight into current research by economists, mathematicians, ... |
cena:
403,47 |
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Game Theoretic Risk Analysis of Security Threats
ISBN: 9781441946881 / Angielski / Miękka / 242 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Game Theoretic Risk Analysis of Security Threats introduces reliability and risk analysis in the face of threats by intelligent agents. More specifically, game-theoretic models are developed for identifying optimal and/or equilibrium defense and attack strategies in systems of varying degrees of complexity. The book covers applications to networks, including problems in both telecommunications and transportation. However, the book's primary focus is to integrate game theory and reliability methodologies into a set of techniques to predict, detect, diminish, and stop intentional... Game Theoretic Risk Analysis of Security Threats introduces reliability and risk analysis in the face of threats by intelligent agents. Mo... |
cena:
443,82 |
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Mathematics and Politics: Strategy, Voting, Power, and Proof
ISBN: 9781441926616 / Angielski / Miękka / 364 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Why would anyone bid $3. 25 in an auction where the prize is a single dollar bill? Can one "game" explain the apparent irrationality behind both the arms race of the 1980s and the libretto of Puccini's opera Tosca? How can one calculation suggest the president has 4 percent of the power in the United States federal system while another s- gests that he or she controls 77 percent? Is democracy (in the sense of re?ecting the will of the people) impossible? Questionslikethesequitesurprisinglyprovideaveryniceforumfor some fundamental mathematical activities: symbolic representation and...
Why would anyone bid $3. 25 in an auction where the prize is a single dollar bill? Can one "game" explain the apparent irrationality behind both the a...
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cena:
229,96 |
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Linear Optimization Problems with Inexact Data
ISBN: 9781441940940 / Angielski / Miękka / 214 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Linear programming attracted the interest of mathematicians during and after World War II when the first computers were constructed and methods for solving large linear programming problems were sought in connection with specific practical problems for example, providing logistical support for the U.S. Armed Forces or modeling national economies. Early attempts to apply linear programming methods to solve practical problems failed to satisfy expectations. There were various reasons for the failure. One of them, which is the central topic of this book, was the inexactness of the data used... Linear programming attracted the interest of mathematicians during and after World War II when the first computers were constructed and methods for... |
cena:
201,72 |
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Dynamic Competitive Analysis in Marketing: Proceedings of the International Workshop on Dynamic Competitive Analysis in Marketing, Montréal, Canada, September 1–2, 1995
ISBN: 9783540616139 / Angielski / Miękka / 285 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A selection of research work in the design and implementation of dynamic marketing strategies in a competitive environment. The work covers areas such as advertising, promotion, pricing, new product diffusion, channel conflict and co-operation.
A selection of research work in the design and implementation of dynamic marketing strategies in a competitive environment. The work covers areas such...
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cena:
403,47 |
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Overlapping Coalition Formation Games in Wireless Communication Networks
ISBN: 9783319256986 / Angielski / Miękka / 67 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This brief introduces overlapping coalition formation games (OCF games), a novel mathematical framework from cooperative game theory that can be used to model, design and analyze cooperative scenarios in future wireless communication networks. The concepts of OCF games are explained, and several algorithmic aspects are studied. In addition, several major application scenarios are discussed. These applications are drawn from a variety of fields that include radio resource allocation in dense wireless networks, cooperative spectrum sensing for cognitive radio networks, and resource... This brief introduces overlapping coalition formation games (OCF games), a novel mathematical framework from cooperative game theory that can be us... |
cena:
201,72 |
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Improving Decision Making in Organisations: Proceedings of the Eighth International Conference on Multiple Criteria Decision Making Held at Manchester
ISBN: 9783540517955 / Angielski / Miękka / 606 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. McrM has been an active research area for over 20 years and the previous conferences clearly showed a tremendous growth of interest. A variety of successful applications and recent developments of interactive computer software to support decision making confinn a sustained progress. We therefore decided to make our theme "Inlproving Decision Making in Organisations." ' he aim was to take stock of the impact of multicriteria concepts in organisations and to involve management practitioners from a wide range of backgrounds. To this end the conference was organised round five broad themes and...
McrM has been an active research area for over 20 years and the previous conferences clearly showed a tremendous growth of interest. A variety of succ...
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cena:
403,47 |
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Finanzmarktökonometrie: Zeitstetige Systeme Und Ihre Anwendung in Ökonometrie Und Empirischer Kapitalmarktforschung
ISBN: 9783790812046 / Niemiecki / Twarda / 340 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Finanzmarktokonometrie bietet eine umfassende Darstellung des zeitkontinuierlichen Modellierungsansatzes und seiner Anwendung in Okonometrie, empirischer Kapitalmarktforschung und Optionsbewertung. Dabei liegt ein Schwerpunkt auf der Theorie, Simulation, Filterung und Parameterschatzung zeitstetiger Systeme. Besonders praxisrelevant ist hierbei die Annahme, dass Daten nur zu bestimmten Zeitpunkten als Panel oder Zeitreihen erhaltlich sind. Zusatzlich wird davon ausgegangen, dass nur Teile des Systemzustands messbar und mit Messfehlern behaftet sind. Der aus der System- und Kontrolltheorie...
Finanzmarktokonometrie bietet eine umfassende Darstellung des zeitkontinuierlichen Modellierungsansatzes und seiner Anwendung in Okonometrie, empirisc...
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cena:
252,48 |
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Viability Theory: New Directions
ISBN: 9783642166839 / Angielski / Twarda / 828 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Viability theory designs and develops mathematical and algorithmic methods for investigating the adaptation to viability constraints of evolutions governed by complex systems under uncertainty that are found in many domains involving living beings, from biological evolution to economics, from environmental sciences to financial markets, from control theory and robotics to cognitive sciences. It involves interdisciplinary investigations spanning fields that have traditionally developed in isolation. The purpose of this book is to present an initiation to applications of viability theory,...
Viability theory designs and develops mathematical and algorithmic methods for investigating the adaptation to viability constraints of evolutions gov...
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cena:
1129,80 |
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Extreme Games and Their Solutions
ISBN: 9783540082446 / Angielski / Miękka / 130 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
201,72 |