Dictionary of Futures & Options: 1500 International Terms Defined and Explained
Dictionary of Futures & Options: 1500 International Terms Defined and Explained
A Game Theory Analysis of Options: Contributions to the Theory of Financial Intermediation in Continuous Time
Product Description
This book presents a method that combines game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The basic intuition of the method is to separate the problem of the valuation of payoffs from the analysis of strategic interactions. Whereas the former is to be handled using option pricing, the latter can be addressed by game theory. The text shows how both instruments can be combined and how g… More >>
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