Roger Myerson's Kellogg home page
From July 2001, I am at the University of Chicago. Please go to http://home.uchicago.edu/~rmyerson/.
Downloadable software: Simtools and Formlist add-ins for Microsoft Excel. Simtools.xla adds statistical functions and procedures for doing Monte Carlo simulation and risk analysis in spreadsheets. Formlist.xla is a simple auditing tool that adds procedures for displaying the formulas of any selected range.
Technical papers: Current unpublished research papers are available here in downloadable Adobe PDF format. See also Northwestern's Center for Mathematical Studies. References to published papers are listed in the curriculum vitae.
Course pages:
- Decision Sciences 436: Accelerated Mathematical Methods. This course is an accelerated and extended version of the first-quarter core course Decision Sciences D33 (Mathematical Methods for Management Decision). It is intended for students who have had some previous study of probability and statistics. While reviewing the basic ideas of probability and statistics, students in this course will learn practical techniques for analyzing decisions under uncertainty using spreadsheet models with Microsoft Excel. This course will cover many of the topics in the advanced elective course Decision Sciences D50, but Decision Sciences D36 will allocate more time for review of basic probability and will go less deeply into the study of risk aversion.
- Decision Sciences 450: Decision Analysis and Risk Management. This course introduces general techniques for thinking systematically and quantitatively about uncertainty in decision problems. Topics include: spreadsheet simulation models, sensitivity analysis, subjective probability assessment, probabilistic inventory models, value of information, forecasting, utility analysis with risk aversion, optimal risk sharing, and competitive bidding under uncertainty. The use of spreadsheets is emphasized throughout the course.
Book: Game Theory: Analysis of Conflict, by Roger B. Myerson (Harvard University Press, 1991).