A survey of the current relationship between the many different problem areas investigated by means of Game Theory and the study of Industrial Organization is presented. Several examples are provided to illustrate the nature and relevance of work on (1) two-person constant-sum games; (2) the...

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In each of the asset and liability markets in which the banking firm is an intermediary, typically there are instruments with differing maturities. The bank matching book problem is to manage the term structures of assets and liabilities. In our first model, the bank borrows and lends only short...