This is a managerial economics presentation on "Game Theory: Prisoners Dilemma" , presented by myself Peerzada Basim. I am a Business student pursuing IMBA degree at University of Kashmir.
I hope this presentation will suffice your need and curiosity of knowing what Game Theory is.
Thank you.
this is the powerpoint we done as a group, in the powerpoint there is information on out specific thriller sub genre - crime thriller there is also other films about crime thriller and the conventions you would see in a Crime/thriller.
An animated description of how the currency market works compared to the stock market, and how to use the principle of the "Zero Sum Game" to make money trading forex.
This is a managerial economics presentation on "Game Theory: Prisoners Dilemma" , presented by myself Peerzada Basim. I am a Business student pursuing IMBA degree at University of Kashmir.
I hope this presentation will suffice your need and curiosity of knowing what Game Theory is.
Thank you.
this is the powerpoint we done as a group, in the powerpoint there is information on out specific thriller sub genre - crime thriller there is also other films about crime thriller and the conventions you would see in a Crime/thriller.
An animated description of how the currency market works compared to the stock market, and how to use the principle of the "Zero Sum Game" to make money trading forex.
My presentation from the recent RIMS Atlanta Educational Conference. The slides cover the most common biases we naturally inject into strategic decision making and risk assessment. In some cases awareness alone will serve as mitigation but the slides cover some direct response tactics as well.
John Rutledge, Claremont Graduate University February 14, 2012John Rutledge
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This lecture deals with recent developments in an area I call Far-From-Equilibrium economics and applies the work to both the recent financial crisis and optimal portfolio theory.
Several ways to calculate option probability are outlined, including the derivation that relies on terms from the Black-Scholes (Merton) formula. Programming formulas are provided for Excel. Delta is discussed, as a proxy for option probability and the differences in various volatility measures are described.
Risk Parity, a relatively new portfolio construction method, took Wall Street by storm overcoming the traditional mean-variance and 60/40 methods. Why this method is better and when?
My presentation from the recent RIMS Atlanta Educational Conference. The slides cover the most common biases we naturally inject into strategic decision making and risk assessment. In some cases awareness alone will serve as mitigation but the slides cover some direct response tactics as well.
John Rutledge, Claremont Graduate University February 14, 2012John Rutledge
Â
This lecture deals with recent developments in an area I call Far-From-Equilibrium economics and applies the work to both the recent financial crisis and optimal portfolio theory.
Several ways to calculate option probability are outlined, including the derivation that relies on terms from the Black-Scholes (Merton) formula. Programming formulas are provided for Excel. Delta is discussed, as a proxy for option probability and the differences in various volatility measures are described.
Risk Parity, a relatively new portfolio construction method, took Wall Street by storm overcoming the traditional mean-variance and 60/40 methods. Why this method is better and when?
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