楼主: 上杉若水
2580 6

博弈论~又见博弈论~跪求一道题目希望大家给出详细解答 [推广有奖]

  • 0关注
  • 0粉丝

准贵宾(季)

本科生

64%

还不是VIP/贵宾

-

威望
0
论坛币
2736 个
通用积分
0.8566
学术水平
0 点
热心指数
2 点
信用等级
1 点
经验
2702 点
帖子
112
精华
0
在线时间
71 小时
注册时间
2009-6-30
最后登录
2013-5-29

100论坛币
咱想要详细的过程,因为是要交的
大家别怪咱这样作弊,实在因为老师用英文上课听不懂,而上课的都是大三的师兄师姐,他们都是学过高级微观课的,老师都讲给他们听啊,我刚过完大一,悔只在我选错课...
大家麻烦下...
拜托了,学分绩啊~~~~
这次题目看着好像比较复杂,多给点悬赏,嫌少跟咱要,只要拿到这十分,给多少钱都行啊~5555

下面是从PDF直接复制来的,看不方便的话麻烦下载帖子下面的"homework 3.pdf",或者这里给纳米盘下载链接:http://d.namipan.com/d/b67b943c0ec4f92b394d3b8ae00d56defdb6daacf2600000


Homework III
1. Consider a market for loans to finance investment projects. All investment
projects require an outlay of 1 dollar. There are two types of projects: good
and bad. A good projects has a probability of pG of yielding profits of  > 0
and a probability (1 − pG) of yielding profits of zero. For a bad project, the
relative probabilities are pB and (1 − pB), respectively, where pG > pB. The
fraction of projects that are good is  2 (0, 1).
Entrepreneurs go to banks to borrow the cash to make the initial outlay
(assume for now that they borrow the entire amount). A loan contract specifies
an amount R that is supposed to be repaid to the bank. Entrepreneurs
know the type of project they have, but the banks do not. In the event that
a project yields profits of zero, the entrepreneur default on her loan contract,
and the bank receives nothing. Banks are competitive and risk neutral. The
risk-free rate of interest (the rate the banks pay to borrow funds) is r. Assume
that
pG − (1 + r) > 0 > pB − (1 + r).
(a) Find the equilibrium level of R and the set of projects financed. How
does this depend on pG, pB, , , and r?
(b) Now suppose that the entrepreneur can off to contribute some fraction
x of the 1 dollar initial outlay from her own funds (x 2 [0, 1]). The
entrepreneur is liquidity constrained, however, so that the effective cost
of doing so is (1 + )x, where  > r.
(i) What is an entrepreneur’s payoff as a function of her project type,
her loan-repayment amount R, and her contribution x?
(ii) Describe the best (from a welfare perspective) separating perfect
Bayesian equilibrium of a game in which the entrepreneur first
makes an offer that specifies the level of x she is willing to put
into a project, banks then respond by making offers specifying the
level of R they would require, and finally the entrepreneur accepts
a bank’s offer or decides not to go ahead with the project. How
1
does the amount contributed by entrepreneurs with good projects
change with small changes in pB, pG, , , and r?
(iii) How do the two types of entrepreneurs do in the separating equilibrium
of (b) (ii) compared with the equilibrium in (a)?

homework 3.pdf

24.24 KB

关键词:博弈论 entrepreneur respectively Contribution equilibrium 博弈论 题目 解答
沙发
猫爪 发表于 2009-7-17 10:26:54 |只看作者 |坛友微信交流群
不是博弈论吧,好象是委托代理理论呢。

请记住,猫科动物只有四个指头,所以没有中指~~~~~

使用道具

藤椅
上杉若水 发表于 2009-7-17 13:08:07 |只看作者 |坛友微信交流群
2# 猫爪

呀~那就是吧~咱刚学完信息经济,没想到那家伙这么快就布置这章的作业啦...能帮忙做咩

使用道具

板凳
上杉若水 发表于 2009-7-18 12:50:25 |只看作者 |坛友微信交流群
没人帮忙...

咱的学分绩啊~55555

使用道具

报纸
xjmzy 发表于 2009-7-19 12:23:05 |只看作者 |坛友微信交流群
???????!!!!!!!!!!!!!!

使用道具

地板
上杉若水 发表于 2009-7-19 13:35:59 |只看作者 |坛友微信交流群
5# xjmzy

就是一道题目咯~MS不是博弈论的~
能帮忙做不~摆脱了~多加点分也行啊

使用道具

7
上杉若水 发表于 2009-7-19 19:21:19 |只看作者 |坛友微信交流群
顶起~尚未有解~55555

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加JingGuanBbs
拉您进交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-5-7 22:23