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 finite-dimensional optimization problems. Such problems commonly arise in economics-how much to spend as opposed to save; in finance-how 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 |