Semester page for ECON5160 - Spring 2009
Take-home exam
Term paper problem set
Problems and solutions
- Problems and exercises updated March 22
- Some solutions to TK-problems
- Solutions to problem sets #2 ff corrected April 2
- Some solutions to S-exercises
- EVT problems (updated with solutions)
- Stochastic calculus problems for March 27 and April 03
- Stochastic control / finance problems
Various course material
- Compendium: Schweder (2009) (updated April 27)
- Wikipedia: Perron--Frobenius
- Note on the Feb 06 lecture
- Note on the Feb 13 lecture + problems (revised)
- Espen's Matlab code (for .m file see the Attachment tab of the PDF)
- Aiyagari
- Files from Espen's Apr 17 lecture (.zip)
- Note on continuous-time optimal control and finance
- Note on 'information' concepts
- Summary of theory