Game Theory & Finance

Catalog description

This course is an introduction to strategic models of decision-making and equilibrium with applications to economics and finance. Topics to be covered are: Nash Equilibrium, game theory, auctions, dominant strategies, coordination games, extensive form applications, subgame perfection, mixed strategies, applications of mixtures, asymmetric information, moral hazard, evolutionary games and dynamics. The use of critical thinking skills and mathematical analysis will be at the master’s-level. Students completing this course will be able to understand the current issues in game theory and finance.