1 online resource (343 pages)

text

computer

online resource

Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Preface -- 1. Introduction -- 1.1. Social physics -- 1.2. The importance of having money -- 1.3. The impossibility of measuring beliefs -- 1.4. Risk-neutral probabilities -- 1.5. No-arbitrage as common knowledge of rat...

6.1. The state-preference framework for choice under uncertainty -- 6.2. Examples of utility functions for uncertainty-averse agents -- 6.3. The fundamental theorem of state-preference theory -- 6.4. Risk-neutral probabilities and their matrix of derivatives -- 6.5. The risk aversion matrix -- 6.6....

10.3. Subjective probability theory -- 10.4. Expected utility theory -- 10.5. Subjective expected utility theory -- 10.6. State-preference theory and risk-neutral probabilities -- 10.7. Ambiguity and source-dependent uncertainty aversion -- 10.8. Noncooperative game theory -- 10.9. Asset pricing the...