I'd like to better understand the practical implications of game theory, particularly as they relate to investing decisions and market psychology. Any suggestions?
If you have a practical application in mind (or something other than an urge to show off mathematical prowess), I'd recommend Bruce Bueno de Mesquita's new book, The Predictioneer's Game.
Essentials of Game Theory (Kevin Leyton-Brown, Yoav Shoham) is a good introduction to the mathematics -- enough to scare me away from going any deeper and made me appreciate why people get Nobel prizes in this field.
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[ 3.3 ms ] story [ 23.5 ms ] threadIt's real Yale course on Game Theory over at Academic Earth