论文标题
平均现场游戏在金融工程和经济理论中的应用
Applications of Mean Field Games in Financial Engineering and Economic Theory
论文作者
论文摘要
这是2020年1月13日在丹佛公司（Denver Co）的AMS简短课程中提供的演讲的扩展版本。作业是讨论金融和经济学中平均现场游戏的应用。我需要预先承认，本章中回顾的几个示例已经以书籍形式讨论。尽管如此，他们还是在这里伴随着关于过去三年中出现的作品的讨论和参考。此外，添加了几个全新的部分，以表明金融工程和经济学的最新发展如何通过通过平均野外游戏范式的视角观看而受益。新的金融工程应用程序涉及比特币采矿和能源市场，而新的经济应用程序涉及在宏观经济和财务和合同理论之间进行平稳过渡的模型。
This is an expanded version of the lecture given at the AMS Short Course on Mean Field Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of Mean Field Games in finance and economics. I need to admit upfront that several of the examples reviewed in this chapter were already discussed in book form. Still, they are here accompanied with discussions of, and references to, works which appeared over the last three years. Moreover, several completely new sections are added to show how recent developments in financial engineering and economics can benefit from being viewed through the lens of the Mean Field Game paradigm. The new financial engineering applications deal with bitcoin mining and the energy markets, while the new economic applications concern models offering a smooth transition between macro-economics and finance, and contract theory.
