Holdings: Probability models for economic decisions

Probability models for economic decisions:

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Bibliographic Details
Main Author:	Myerson, Roger B. 1951- (Author)
Format:	Book
Language:	English
Published:	Belmont, CA Thomson/Brooks/Cole 2005
Series:	Duxbury applied series
Subjects:	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
Online Access:	Inhaltsverzeichnis
Item Description:	Includes bibliographical references (p. 387 - 388) and index Includes bibliographical references (p. 387-388) and index
Physical Description:	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

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Record in the Search Index

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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
adam_txt	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
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spelling	Myerson, Roger B. 1951- Verfasser (DE-588)13349165X aut Probability models for economic decisions Roger B. Myerson Belmont, CA Thomson/Brooks/Cole 2005 XXIV, 397 S. Ill. 25 cm. + 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Duxbury applied series Includes bibliographical references (p. 387 - 388) and index Includes bibliographical references (p. 387-388) and index System requirements for accompanying CD-ROM: Microsoft Windows; Microsoft Excel. 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 rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Stochastisches Modell (DE-588)4057633-4 s Entscheidungstheorie (DE-588)4138606-1 s DE-604 SWB Datenaustausch application/pdf 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 Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
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_exact_search_txtP	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
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MARC

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