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@inproceedings{7572,
author = {Valenčík, Radim and Černík, Ondřej and Červenka, Jan and Mihola, Jiří},
address = {Praha},
booktitle = {Proceedings of the 7th International Conference on “Financial Markets within the Globalization of World Economy"},
edition = {1.},
editor = {PAVLÁT, Vladislav a Otakar SCHLOSSBERGER},
keywords = {TU-game, Nash bargaining problem, financial markets},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Praha},
isbn = {978-80-7408-124-8},
pages = {36-46},
publisher = {VŠFS EUPRESS},
title = {Analysis of Financial Markets Evolution by Utilizing the Theory of Cooperative Games},
year = {2015}
}
TY - JOUR
ID - 7572
AU - Valenčík, Radim - Černík, Ondřej - Červenka, Jan - Mihola, Jiří
PY - 2015
TI - Analysis of Financial Markets Evolution by Utilizing the Theory of Cooperative Games
PB - VŠFS EUPRESS
CY - Praha
SN - 9788074081248
KW - TU-game, Nash bargaining problem, financial markets
N2 - The evolution of financial markets in a long-term perspective related to changes in the society is described and analyzed by utilizing the theory of cooperative games, specifically the theory of games with transferable utility and various approaches to Nash bargaining solution (S, d). The paper presents an elementary mathematical model of the financial market, an analysis of assumptions it is based on, and its transformation in the form of a cooperative game. The utilization of these mathematical means is followed by the interpretation of real actions and phenomena in the area of financial markets development. The conclusion of the paper suggests other possibilities of applying the theory of cooperative games in the respective area.
ER -
VALENČÍK, Radim, Ondřej ČERNÍK, Jan ČERVENKA a Jiří MIHOLA. Analysis of Financial Markets Evolution by Utilizing the Theory of Cooperative Games. In PAVLÁT, Vladislav a Otakar SCHLOSSBERGER. \textit{Proceedings of the 7th International Conference on “Financial Markets within the Globalization of World Economy''}. 1. vyd. Praha: VŠFS EUPRESS. s.~36-46. ISBN~978-80-7408-124-8. 2015.
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