This paper is a self-contained survey of algorithms for computing Nash equilibria of two-person games. The games may be given in strategic form or extensive form. The classical Lemke-Howson algorithm finds one equilibrium of a bimatrix game, and provides an elementary proof that a Nash...

This comprehensive text and reference combines the theory behind financial engineering with numerous algorithms for pricing, risk management, and portfolio management. It offers a thorough grounding in the subject for students and researchers in computational finance, system analysts, and...