We consider interesting descriptive set-theoretic problems emerging from theoretical economics. First, we investigate a certain two-player game coming from gambling theory. Then, as a by-product, we obtain a novel game that characterises the Baire class 1 functions. We mention how games can be used to define new natural ranks on the Baire class 1 functions. Finally, we determine the exact complexity of the so-called value of the above game, which turns out to be a less well-known class, namely analytic-inductive.