Probability models for economic decisions:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Belmont, CA
Thomson/Brooks/Cole
2005
|
| Schriftenreihe: | Duxbury applied series
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016093843&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Includes bibliographical references (p. 387 - 388) and index Includes bibliographical references (p. 387-388) and index |
| Umfang: | XXIV, 397 S. Ill. 25 cm. + 1 CD-ROM (12 cm) |
| Format: | System requirements for accompanying CD-ROM: Microsoft Windows; Microsoft Excel. |
| ISBN: | 0534423817 0534424686 |
Internformat
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| 100 | 1 | |a Myerson, Roger B. |d 1951- |e Verfasser |0 (DE-588)13349165X |4 aut | |
| 245 | 1 | 0 | |a Probability models for economic decisions |c Roger B. Myerson |
| 264 | 1 | |a Belmont, CA |b Thomson/Brooks/Cole |c 2005 | |
| 300 | |a XXIV, 397 S. |b Ill. |c 25 cm. + |e 1 CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Duxbury applied series | |
| 500 | |a Includes bibliographical references (p. 387 - 388) and index | ||
| 500 | |a Includes bibliographical references (p. 387-388) and index | ||
| 538 | |a System requirements for accompanying CD-ROM: Microsoft Windows; Microsoft Excel. | ||
| 650 | 4 | |a Mathématiques économiques | |
| 650 | 4 | |a Prise de décision (Statistique) | |
| 650 | 4 | |a Prise de décision - Modèles mathématiques | |
| 650 | 4 | |a Probabilités | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Decision making |x Mathematical models | |
| 650 | 4 | |a Economics, Mathematical | |
| 650 | 4 | |a Probabilities | |
| 650 | 4 | |a Statistical decision | |
| 650 | 0 | 7 | |a Entscheidungstheorie |0 (DE-588)4138606-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1819381162628349952 |
|---|---|
| adam_text | CONTENTS 1 SIMULATION AND CONDITIONAL PROBABILITY 1.0 GETTING STARTED
WITH SIMTOOLS IN EXCEL 2 1.1 HOW TO TOSS COINS IN A SPREADSHEET 3 1.2 A
SIMULATION MODEL OF 20 SALES CALLS 7 1.3 ANALYSIS USING EXCEL S
DATA-TABLE COMMAND 15 1.4 CONDITIONAL INDEPENDENCE 18 1.5 A CONTINUOUS
RANDOM SKILL VARIABLE FROM A TRIANGULAR DISTRIBUTION 19 1.6 PROBABILITY
TREES AND BAYES RULE 25 1.7 ADVANCED SPREADSHEET TECHNIQUES:
CONSTRUCTING A TABLE WITH MULTIPLE INPUTS 37 1.8 USING MODELS 40 1.9
SUMMARY 42 EXERCISES 43 2 DISCRETE RANDOM VARIABLES 2.1 UNKNOWN
QUANTITIES IN DECISIONS UNDER UNCERTAINTY 2.2 CHARTING A PROBABIIITY
DISTRIBUTION 50 2.3 SIMULATING DISCRETE RANDOM VARIABLES 53 2.4 EXPECTED
VALUE AND STANDARD DEVIATION 57 47 49 XI 2.5 ESTIMATES FROM SAMPLE DATA
62 2.6 ACCURACY OF SAMPLE ESTIMATES 66 2.7 DECISION CRITERIA 71 2.8
MULTIPLE RANDOM VARIABLES 75 2.9 SUMMARY 77 EXERCISES 78 3 UTILITY
THEORY WITH CONSTANT RISK TOLERANCE 81 3.1 TAKING ACCOUNT OF RISK
AVERSION: UTILITY ANALYSIS WITH PROBABILITIES 82 3.2 UTILITY ANALYSIS
FROM SIMULATION DATA 92 3.3 THE MORE GENERAL ASSUMPTION OF LINEAR RISK
TOLERANCE 94 3.4 ADVANCED TECHNICAL NOTE ON UTILITY THEORY 96 3.5
ADVANCED TECHNICAL NOTE ON CONSTANT RISK TOLERANCE 101 3.6 SUMMARY 105
EXERCISES 105 4 CONTINUOUS RANDOM VARIABLES 107 4.1 NORMAL DISTRIBUTIONS
108 4.2 EXPANDLN 113 4.3 LOGNORMAL DISTRIBUTIONS 116 4.4 GENERALIZED
LOGNORMAL DISTRIBUTIONS 122 4.5 SUBJECTIVE PROBABILITY ASSESSMENT 124
4.6 A DECISION PROBLEM WITH DISCRETE AND CONTINUOUS UNKNOWNS 131 4.7
CERTAINTY EQUIVALENTS OF NORMAL LOTTERIES 135 4.8 OTHER PROBABILITY
DISTRIBUTIONS 137 4.9 SUMMARY 145 EXERCISES 149 5 CORRELATION AND
MULTIVARIATE NORMAL RANDOM VARIABLES 151 5.1 JOINT DISTRIBUTIONS OF
DISCRETE RANDOM VARIABLES 152 5.2 COVARIANCE AND CORRELATION 156
CONTENTS 5.3 LINEAR FUNCTIONS OF SEVERAL RANDOM VARIABLES 158 5.4
ESTIMATING CORRELATIONS FROM DATA 162 5.5 MAKING MULTIVARIATE NORMAL
RANDOM VARIABLES WITH CORAND AND NORMINV 166 5.6 PORTFOLIO ANALYSIS WITH
MULTIVARIATE NORMAL ASSET RETURNS 171 5.7 EXCEL SOLVER AND EFFICIENT
PORTFOLIO DESIGN 176 5.8 SUBJECTIVE ASSESSMENT OF CORRELATIONS 182 5.9
USING CORAND WITH NON-NORMAL RANDOM VARIABLES 186 5.10 MORE ABOUT LINEAR
FUNCTIONS OF RANDOM VARIABLES 190 5.11 SUMMARY 193 EXERCISES 195 6
CONDITIONAL EXPECTATION 199 6.1 DEPENDENCE AMONG RANDOM VARIABLES 199
6.2 ESTIMATING CONDITIONAL EXPECTATIONS AND STANDARD DEVIATIONS 203 6.3
THE EXPECTED-POSTERIOR LAW IN A DISCRETE EXAMPLE 206 6.4 BACKWARDS
ANALYSIS OF CONDITIONAL EXPECTATIONS IN TREE DIAGRAMS 211 6.5
CONDITIONAL EXPECTATION RELATIONSHIPS AND CORRELATION 214 6.6
UNCERTAINTY ABOUT A PROBABILITY 216 6.7 LINEAR REGRESSION MODELS 220 6.8
REGRESSION ANALYSIS AND LEAST-SQUARED ERRORS 224 6.9 SUMMARY 227
EXERCISES 229 7 OPTIMIZATION OF DECISION VARIABLES 231 7.1 GENERAL
TECHNIQUES FOR USING SIMULATION IN DECISION ANALYSIS 231 7.2 STRATEGIC
USE OF INFORMATION 241 7.3 DECISION TREES 246 7.4 A SIMPLE BIDDING
PROBLEM 251 7.5 THE WINNER S CURSE 255 7.6 ANALYZING COMPETITIVE
BEHAVIOR 263 7.7 SUMMARY 271 EXERCISES 273 CONTENTS 8 RISK SHARING AND
FINANCE 281 8.1 OPTIMAL RISK SHARING IN A PARTNERSHIP OF INDIVIDUALS
WITH CONSTANT RISK TOLERANCE 282 8.2 OPTIMALITY OF LINEAR RULES IN THE
LARGER CLASS OF NONLINEAR SHARING RULES 291 8.3 RISK SHARING SUBJECT TO
MORAL-HAZARD INCENTIVE CONSTRAINTS 295 8.4 PIECEWISE-LINEAR SHARING
RULES WITH MORAL HAZARD 301 8.5 CORPORATE DECISION MAKING AND ASSET
PRICING IN THE STOCK MARKET 305 5.6 FUNDAMENTAL IDEAS OF ARBITRAGE
PRICING THEORY 317 8.7 SUMMARY 322 EXERCISES 323 9 DYNAMIC MODELS OF
GROWTH AND ARRIVALS 325 9.1 NET PRESENT VALUE 326 9.2 FORECASTING MODELS
328 9.3 FORECASTING EXAMPLE: GOEING CASE 332 9.4 BROWNIAN-MOTION GROWTH
MODELS 339 9.5 LOG-OPTIMAL INVESTMENT STRATEGIES 343 9.6 EXPONENTIAL
ARRIVAL MODELS 349 9.7 QUEUING MODELS 356 9.8 A SIMPLE INVENTORY MODEL
362 9.9 PROJECT LENGTH AND CRITICAL TASKS 366 9.10 SUMMARY 370 EXERCISES
372 APPENDIX: EXCEL ADD INS FOR VSE WITH THIS BOOK 377 BIBLIOGRAPHIC
NOTE 387 INDEX 389 CONTENTS
|
| any_adam_object | 1 |
| author | Myerson, Roger B. 1951- |
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| callnumber-raw | HD30.23 |
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| dewey-full | 330/.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 |
| dewey-search | 330/.01/5195 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| genre_facet | Lehrbuch |
| id | DE-604.BV022888973 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:05:30Z |
| institution | BVB |
| isbn | 0534423817 0534424686 |
| language | English |
| lccn | 2004109025 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016093843 |
| oclc_num | 57420489 |
| open_access_boolean | |
| owner | DE-384 DE-739 DE-83 DE-19 DE-BY-UBM DE-11 |
| owner_facet | DE-384 DE-739 DE-83 DE-19 DE-BY-UBM DE-11 |
| physical | XXIV, 397 S. Ill. 25 cm. + 1 CD-ROM (12 cm) |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Thomson/Brooks/Cole |
| record_format | marc |
| series2 | Duxbury applied series |
| spellingShingle | Myerson, Roger B. 1951- Probability models for economic decisions Mathématiques économiques Prise de décision (Statistique) Prise de décision - Modèles mathématiques Probabilités Mathematisches Modell Decision making Mathematical models Economics, Mathematical Probabilities Statistical decision Entscheidungstheorie (DE-588)4138606-1 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4138606-1 (DE-588)4057633-4 (DE-588)4123623-3 |
| title | Probability models for economic decisions |
| title_auth | Probability models for economic decisions |
| title_exact_search | Probability models for economic decisions |
| title_full | Probability models for economic decisions Roger B. Myerson |
| title_fullStr | Probability models for economic decisions Roger B. Myerson |
| title_full_unstemmed | Probability models for economic decisions Roger B. Myerson |
| title_short | Probability models for economic decisions |
| title_sort | probability models for economic decisions |
| topic | Mathématiques économiques Prise de décision (Statistique) Prise de décision - Modèles mathématiques Probabilités Mathematisches Modell Decision making Mathematical models Economics, Mathematical Probabilities Statistical decision Entscheidungstheorie (DE-588)4138606-1 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Mathématiques économiques Prise de décision (Statistique) Prise de décision - Modèles mathématiques Probabilités Mathematisches Modell Decision making Mathematical models Economics, Mathematical Probabilities Statistical decision Entscheidungstheorie Stochastisches Modell Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016093843&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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