Econ 365 Computational Methods in Economics and Finance
Indradeep Ghosh, Assistant Professor of Economics [ighosh@haverford.edu]
This course introduces numerical methods commonly used in the fields of macroeconomics and finance. It introduces computational and progamming techniques that can be used to solve finitedimensional optimization problems. Such problems commonly arise in economicshow much to spend as opposed to save; in financehow to distribute the saved amount across different assets.
Lecture Notes  

PDF Notes 1: Introduction  PDF Notes 5  PDF Notes 9 
PDF Notes 2  PDF Notes 6  PDF Notes 10 
PDF Notes 3  PDF Notes 7  PDF Notes 11 
PDF Notes 4  PDF Notes 8 
Problem Sets and Solutions  

Problem Set 1  
Problem Set 2  Problem Set 2 Solution 
Problem Set 3  Problem Set 3 Solution 
Problem Set 4  Problem Set 4 Solution 
Problem Set 5  Problem Set 5 Solution 
Miscellaneous Readings 

Note on Taylor's Theorem 
Note on Envelope Theorem 
Note on Dynamic Programming (DP) Theory 
Note on Stochastic Dynamic Programming Theory 
Note on Markov Chains 

Note on Asset Pricing 