Name: Game Theory
ISBN: 9780262061414

Game Theory

This advanced text introduces the principles of noncooperative game theory in a direct and uncomplicated style that will acquaint students with the broad spectrum of the field while highlighting and explaining what they need to know at any given point. This advanced text introduces the principles of noncooperative game theory—including strategic form games, Nash equilibria, subgame perfection, repeated games, and games of incomplete information—in a direct and uncomplicated style that will acquaint students with the broad spectrum of the field while highlighting and explaining what they need to know at any given point. The analytic material is accompanied by many applications, examples, and exercises. The theory of noncooperative games studies the behavior of agents in any situation where each agent's optimal choice may depend on a forecast of the opponents' choices. "Noncooperative" refers to choices that are based on the participant's perceived selfinterest. Although game theory has been applied to many fields, Fudenberg and Tirole focus on the kinds of game theory that have been most useful in the study of economic problems. They also include some applications to political science. The fourteen chapters are grouped in parts that cover static games of complete information, dynamic games of complete information, static games of incomplete information, dynamic games of incomplete information, and advanced topics. source

What Hacker News says

jnordwickSep 2016

This one was recommended by the former head of NYMEX to me when I started my career in trading. Written about Jesse Livermore who made and lost his fortune multiple times. He was often blamed for rigging the market, but his lesson is simple: you basically can't rig the market; it will destroy you way more easily. Take what the market gives you and be happy it even decided to give you that:

https://en.wikipedia.org/wiki/Reminiscences_of_a_Stock_Opera...

And you'll see a lot of recommendations for everything from Hazlitt to Piketty, but my favorite you never see recommended for macro is The Way the World Works by Jude Wanniski. He was one of the life long Democrats who became a Reagan advisor (and basically quickly turned back into a Dem before passing away about ten years ago):

https://www.amazon.com/Way-World-Works-Gateway-Contemporary/...

Besides that, this is a really broad questions. There is stuff like John Hull for derivatives (this is what I survive on):

https://www.amazon.com/dp/0133456315\

This is the game theory book I and many others have survived on in college and many years past. Haven't really found a better one yet:

https://www.amazon.com/Game-Theory-Press-Drew-Fudenberg/dp/0...

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tomrodMay 2012

In all reality, one of the best places to start is Wikipedia. The sources quoted in the game theory articles are fantastic.

Also, "Game Theory" by Fudenberg and Tirole of you're mathy, or Gibbons if you're wanting a fairly awesome introduction: http://www.amazon.com/Game-Theory-Applied-Economists-ebook/d...

There are also a lot of blogs on algorithmic (computational) game theory if that is of interest to you.

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TriinTJun 2009

IMHO, this list contains only BS books. Tim Ferriss? Seth Godin? Malcolm Gladwell? Please. This is a list for those who need self-help and "motivation" books. Only exception is Livingston's F@W. The rest is pretty much junk.

Please allow me to write down my personal list for those who love to learn:

- The Art of Computer Programming

- Algorithms (by Dasgupta, Papadimitriou, and Vazirani)

- Algorithm Design (by Kleinberg and Tardos)

- Feynman Lectures on Physics

- Landau & Lifschitz's series

- Vladimir Arnold's books on ODEs and Classical Mechanics

- Winning Ways for your Mathematical Plays (by Berlekamp et al.)

- Elements of Information Theory (by Cover & Thomas)

- Information Theory, Inference, and Learning Algorithms (by MacKay)

- Network Optimization (by Bertsekas)

- Convex Optimization (by Boyd & Vandenberghe)

- Nonlinear Control Systems (by Isidori)

- Visual Complex Analysis (by Needham)

- Lasers (by Siegman)

- Game Theory (by Fudenberg & Tirole)

- Trading and Exchanges (by Harris)

Plus a bunch of books on Classical Mechanics, Relativity, Quantum Mechanics, Differential Geometry, Real Analysis, Algebra, Theoretical CS, Chemistry, Biochemistry, Cellular Biology, Evolution, Game Theory, Mechanism Design, Auction Theory, Economics, Finance, etc. That would be a reading list worth considering! It would also take a lifetime to read all the books...

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