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博弈论及其在商业中的应用
演讲者：阚 睿（Rui Kan）博士，资深策略师
Susquehanna International Group
(美国股市衍生产品最大的做市商和经纪商之一)
时 间：2003年9月17日（星期三）晚7：00
地 点：经管学院北508
阚睿博士简介
阚睿，北京大学物理学学士，普林斯顿大学物理学硕士，斯坦福大学金融学博士 (1994)。曾任瑞士信贷第一波士顿（Credit Suisse First Boston）纽约数量化策略部门经理，Red Wolf Capital Management (宏观对冲基金)公司负责人之一。现任Susquehanna International Group（美国股市衍生产品最大的做市商和经纪商之一）资深策略师。
阚睿博士在斯坦福大学从师于Darrell Duffie教授（斯坦福大学金融系系主任，资产定价领域的顶级人物，尤其在连续时间方面，所著Dynamic Asset Pricing Theory几乎是这个方向上的通用教材）。阚睿博士的求职论文“A Yield-Factor Model of Interest Rates”中提出的众所周知的Affine Model（Duffie-Kan模型），是在利率期限结构领域被引用最多的论文之一。
Rui Kan, BS in Physics of Peking University; MS in Physics of Princeton University; Ph.D. in Finance of Stanford University (1994). He had been the Head of New York Quantitative Strategy Group of Credit Suisse First Boston, Principal of Red Wolf Capital Management (a global hedge fund). His current position is a senior strategist in Susquehanna International Group (one of the largest US equity option market makers and specialists).
Rui Kan got his Ph.D. degree in Finance from Stanford directed by Prof. Darrell Duffie, who is the co-director and co-developer of Stanford University Graduate School of Business with outstanding achievements in asset pricing, especially at the aspect of continuous time. Dr. Kan’s job market paper, “A Yield-Factor Model of Interest Rates”, is one of the most widely cited papers in the studies of Term Structure of Interest Rates and is well-known as Affine Model (Duffie-Kan model).
博弈论及其在商业中的应用
博弈论在经济和商业中已获得越来越广泛的应用。比如，一些证券交易公司就利用博弈技巧来训练他们的交易员。这次讲座将不用严谨的数学理论，而尽量采用更直观更实用的方法解释博弈论的一些基本概念和方法，并将给出一些简单的实际应用中的例子。希望大家在以后的决策过程中能够有意识的运用这些而达到更好的结果。
Introduction to Game Theory
--- Basic Concepts and Applications in Business
Basic concepts and methodologies of game theory will be introduced by using simple examples, including dominant strategies, Nash equilibrium, backwards induction, sub-game perfection, mixed strategies, etc. Some important applications in business and real world will also be explained.
Game theory and its applications have become quite popular in economics and business. For example, some security trading houses are using poker playing as mathematical game to train their traders. This talk is not intended to teach game theory as a rigorous mathematical topic. Every effort is made trying to explain the important concepts and methods in game theory in a more intuitive and practical way. Many simple real life examples will be given. The hope is that the audience can apply these concepts and methods consciously in their decision making process in the future.
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发表于 2012-4-29 09:57:42
楼主
发表于 2012-4-30 03:17:52
