Job Interview re. Game Theory

That guy · #1 02-25-2005, 10:38 PM

So I am thinking about submitting my resume for this job where the description says: To be considered you must possess: "...Strong Quant/Qual/Game Theory skills"

I believe I have solid quant skills but I never studied formal game theory. All I know is what is in Theory of Poker and I know what the prisoners dilemma is... Can anyone direct me to something useful? Either the name of the standard b-school text on game theory or something along those lines...

thanks

jtr · #2 02-25-2005, 11:09 PM

"Fun and Games" by Ken Binmore is a good readable intro. (This text is more serious in intention than the title makes it sound, don't worry.)

http://www.amazon.com/exec/obidos/AS...579860-1035050

TStoneMBD · #3 02-26-2005, 09:51 AM

what kind of job is this? im intrigued.

elmitchbo · #4 02-26-2005, 11:06 AM

is the prisoner's dilemma part of game theory? i studied it extensively in economics. i always found it fascinating in it's application to business.

i'd like to learn about game theory too. and i second the question about what job you're applying for... sounds like it could be fun.

That guy · #5 02-26-2005, 11:19 AM

what kind of job is this? im intrigued.

hedge fund analyst (long/short equities)

flub · #6 02-26-2005, 01:19 PM

They're gonna be much more interested in quant. they probably just added on game theory as an afterthought. It's interesting stuff though so more power to ya if you study it. Quant though 95% quant.

-flub

That guy · #7 02-26-2005, 01:29 PM

Quant likely means financial statement analysis and some modern portfolio theory stuff... I am very good at that stuff...

I might try the book listed above, anyone else have a good book recco on game theory? A good undergrad book is fine.... I want basic concepts and a readable text, not arcane mathematical derivations.

Monty Cantsin · #8 02-26-2005, 01:39 PM

I cant vouch for the quality of it because I haven't read it yet, but Jesus' dad wrote this intro to Game Theory which is free.

Read carefully! How can you ever expect to correctly hedge a fund without a complete knowledge of how to win at Green Hackenbush?

/mc

jtr · #9 02-26-2005, 01:45 PM

Nice one, Monty.

I'm not a professional game theorist, but I took a quick look at the Thomas Ferguson stuff and it looks like it would also be a good intro. With the hardback of Binmore's book going for $100+ on Amazon, this online material looks like a much cheaper place to start.

PS: what are you, like the only other Brian Eno fan in the world?

Monty Cantsin · #10 02-26-2005, 04:20 PM

I found out about it here, so credit goes to the unknown 2+2er who originally posted it.

Eno rocks. Here's a gift for you.

/mc