Strategies in games of chance
Example: The Monty Hall problem
This is a game where a player is asked to choose one of
three doors. Behind one of the doors is Porsche 911.
Behind the other two doors there are goats. The host knows
exactly what is behind ea
Two-Person Games
Game theory was developed, starting in the 1940s, as a
model of situations of conflict. Such situations and
interactions will be called games and they have participants
who are called players. We will focus on games with
exactly two playe
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math
Spring 2015
Name:
Instructors: Garbett & Migliore
Exam II Solutions
March 5, 2015
This exam is in two parts on 11 pages and contains 15 problems worth a total of 100 points. You hav
Best counterstrategy for C
In the previous lecture we saw that if R plays a particular
mixed strategy and shows no intention of changing it, the
expected payoff for R (and hence C) varies as C varies her
strategy. Obviously C wants to choose the strategy
Finite Mathematics (Math 10120), Spring 2016
Quiz 5, Friday April 8
Solutions
1. (5 pts) Which of the following points is in the feasible region for the following system of inequalities
(note that the rst constraint has a < rather than a g)?
3x2y<4, 8m+4y
14-11-2016
Estratgia
Anlise Estratgica
Implementao de estratgias. Posicionamento Estratgico.
INTERNAL
INTERNALUSE/
USE/Nombre
Carlos Silva
del propietario
Posicionamento Estratgico
Empresas de um mesmo setor podem posicionar-se de
maneiras diferentes
Ne
09-10-2016
Estratgia
Anlise Estratgica
Objetivos. Criao de valor e performance das empresas.
INTERNAL
INTERNALUSE/
USE/Nombre
Carlos Silva
del propietario
Objetivos
Objetivos so resultados quantitativos e qualitativos que a empresa
precisa de alcanar num
AGR Eficincia dos Mercados
Anlise da Eficincia dos Mercados Financeiros
Nos mercados, podem-se analisar dois nveis de eficincia: o nvel de eficincia interna e o nvel de eficincia externa.
Eficincia Interna dos Mercados
Eficincia interna dos mercados, sign
20-11-2016
Estratgia
Anlise Estratgica
Implementao de estratgias. Estratgias de Crescimento do
Negcio.
INTERNAL
INTERNALUSE/
USE/Nombre
Carlos Silva
del propietario
Matriz de Ansoff
Esta matriz foi desenvolvida por Igor Ansoff
um quadro para a identific
AGR Modelo do Valor em Risco
(VaR Value at risk)
VaR Value at Risk
O VaR Value at Risk Valor em Risco, a perda mxima provvel de uma carteira, para um nvel de
confiana determinado, num horizonte temporal especificado.
As metodologias podem ser vrias para
AGR Os Mercados a Prazo
FRA FORWARD RATE AGREEMENT
Conceito de FRA
O FRA forward rate agreement um contrato bilateral, que permite a qualquer
das partes fixar uma taxa de juro a ser praticada numa data futura.
Assim, o FRA permite garantir uma taxa de jur
AGR Gesto de Carteiras
APT Modelo Alternativo de Avaliao de Activos Financeiros
O Modelo APT Arbitrage Princing Theory teoria da formao de preos por arbitragem uma alternativa ao CAPM, na explicao do preo
dos activos financeiros.
RETORNO ESPERADO E SURPR
AGR Gesto de Carteiras
Rentabilidade da Carteira
A rentabilidade da carteira (C) composta pelas aces A e B, igual mdia ponderada das taxas
de rentabilidade dessas aces:
R(C) = X(A) x R(A) + X(B) x R(B)
Onde R(A) e R(B), so as taxas de rentabilidade das ac
Finite Mathematics (Math 10120), Spring 2016
Quiz 6, Monday April 25
Solutions
1. (4 pts) Rafael Edward Cruz and Donald Classy Guy Trump are competing for votes in the
upcoming Indiana primary. On a day when they both campaign in Indiana, Cruz gains 100 v
Finite Mathematics (Math 10120), Spring 2016
Quiz 1, Friday January 29
Solutions
1. (5 pts) Let A and B be subsets of some universe set U . If n(U ) = 36, n(A [ B)c ) = 16,
n(A \ B) = 7 and n(A) = 14, how many elements are in B but not in A?
Solution: The
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math
Spring 2015
Name:
Instructors: Garbett & Migliore
Exam I
February 5, 2015
This exam is in two parts on 10 pages and contains 15 problems worth a total of 100 points. You have
1 hour
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math
Spring 2012
Name:
Instructor: Migliore
Exam I - Answers
February 9, 2012
This exam is in two parts on 11 pages and contains 15 problems worth a total of 100 points. You have
1 hour
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math
Spring 2015
Name:
Instructors: Garbett & Migliore
Exam I
February 5, 2015
This exam is in two parts on 10 pages and contains 15 problems worth a total of 100 points. You have
1 hour
Finite Mathematics (Math 10120), Spring 2016
Quiz 4, Wednesday March 23
Solutions
1. (5 pts) I play a casino game in which I play $2 to pay. I have a probability .1 of getting my $2 back and
also winning $3; I have a probability .2 of getting my $2 back a
Name:
MATH 10120 Finite Mathematics
Final Exam practice version
May 1, 2017
Instructor: D. Galvin and G. Conant
Be sure that you have all 16 pages of the exam.
The exam lasts for 2 hours.
There are 30 multiple choice questions, each worth 5 points.
You ma
Mixed Strategy
Recall the case of General Roadrunner and General Coyote;
General Roadrunner sends out a bombing sortie consisting
of a heavily armed bomber plane and a lighter support
plane every day. He can place the bomb on either plane
and General Coyo
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math
Spring 2015
Name:
Instructors: Garbett & Migliore
Exam II
March 5, 2015
This exam is in two parts on 10 pages and contains 15 problems worth a total of 100 points. You have
1 hour a
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math
Spring 2012
Name:
Instructor: Migliore
Exam I
February 9, 2012
This exam is in two parts on 11 pages and contains 15 problems worth a total of 100 points. You have
1 hour and 15 min
Department of Mathematics
University of Notre Dame Name:
Math 10120 Finite Math, .
Spring 2014 Instructor: Galvin/Dian
Exam 2
March 6, 2014
This exam is in two parts on 11 pages and contains 15 problems worth a total of 100 points. You have
1 hour and 15
Name:
MATH 10120 Finite Mathematics
Final Exam - practice version 2
May 1, 2017
Instructor: D. Galvin and G. Conant
Be sure that you have all 16 pages of the exam.
The exam lasts for 2 hrs.
There are 30 multiple choice questions, each worth 5 points.
You
Finite Mathematics (Math 10120), Spring 2016
Quiz 2, Friday February 19
Solutions
1. (5 pts) On any given morning, the probability that I will sleep through my alarm clock is .7, the
probability that I will not forget to eat breakfast is .6, and the proba
Finite Mathematics (Math 10120), Spring 2016
Quiz 3, Friday February 26
Solutions
1. (5 pts) Half the students in my probability class are from the College of Engineering. One third of the class
are seniors. Seven-twelfths of the class are either from the
Department of Mathematics
University of Notre Dame
Math 10120 Finite Math.
Spring 2014
Name:
Instructor: Galvin/Diaz
Exam 2
March 6, 2014
This exam is in two parts on 11 pages and contains 15 problems worth a total of 100 points. You have
1 hour and 15 mi
AGR Os Mercados a Prazo
SWAP
Conceito de SWAP
O SWAP desenvolveu-se na dcada de 80 como instrumento de gesto de passivos e
activos das empresas, de forma a reduzir a incerteza quanto aos custos de funding
(financiamento e refinanciamento) e a beneficiar d
AGR Gesto de Carteiras
CAPM Modelo de Avaliao dos Activos Financeiros
O CAPM Capital Asset Pricing Model um modelo de avaliao de activos financeiros, muito
utilizado pelos gestores de carteiras. A sua formulao atribuda a Tobin, Sharpe, Lintner e Jan
Mossi