Arbitrage and Rational Decisions (Chapman and Hall/CRC Financial Mathematics Series)
Author:by Robert Nau (Author)
Publisher finelybook 出版社:Chapman and Hall/CRC
Edition 版本:1st edition
Publication Date 出版日期:2025-01-31
Language 语言:English
Print Length 页数:328pages
ISBN-10:103286351X
ISBN-13:9781032863511
Book Description
About the Author
Robert Nau is a Professor Emeritus of Business Administration in the Fuqua School of Business, Duke University. He received his Ph.D. in Operations Research from the University of California at Berkeley. Professor Nau is an internationally known authority on mathematical models of decision-making under uncertainty. His research has been supported by the National Science Foundation, and his papers have been published in journals such as Operations Research, Management Science, Annals of Statistics, Journal of Economic Theory, and the International Journal of Game Theory. He was a co-recipient of the Decision Analysis Society Best Publication Award. One of the themes in Professor Nau’s research is that models of rational decision-making in various fields are linked by a single unifying principle, namely the principle of no-arbitrage, i.e., avoiding sure loss at the hands of a competitor. This principle is central to modern finance theory, but it can also be shown to be the fundamental rationality concept that underlies Bayesian statistics, decision analysis, and game theory. Professor Nau has taught the core MBA courses on Decision Models and Statistics in several programs, and he developed an MBA elective course on Forecasting, which he has taught throughout his career. He also teaches a course on Rational Choice Theory in the Ph.D. program that draws students from other departments and schools at Duke University.
下载地址
相关推荐
The Nature of Code: Simulating Natural Systems with JavaScript
Beginning Spring AI: A Quick Guide to AI Engineering in Spring
Common Circuits: Hacking Alternative Technological Futures
The Techno-Legal Dynamics of Cyber Crimes in Industry 5.0
Safety Assurance under Uncertainties: From Software to Cyber-Physical/Machine Learning Systems
Mastering Swift 6: Build high-performance applications with ease using the latest features of Swift 6