Plan as of March 30, not including seminars. Term paper: See announcement.
Date | Teacher | Place | Topic | Lecture notes / comments |
16.01.2009 | TS? | ? | TK 1, Schweder: 1--4 ? | ? |
23.01.2009 | TS? | ? | TK II 1--4? | ? |
30.01.2009 | NCF? | ? | TK III? | ? |
06.02.2009 | NCF? | ? | TK IV? | ? |
13.02.2009 | NCF? | ? | Seierstad 1.1--1.3? | ? |
20.02.2009 | EH? | ? | (Application)? | Espen covered a Solow model extended with AR(1) productivity process and dynamic consumption/investment optimization, and an iterative scheme for numeric calculation.? |
27.02.2009 | NCF? | ? | TK V, VI? | Only fractions of ch VI covered, the rest to be covered March 6th.? |
06.03.2009 | NCF? | ? | TK VIII and II.5? | II.5 postponed? |
13.03.2009 | NCF? | ? | Extreme Value Theory? | This topic is only for those who have credits in Maths 4. Others might skip the topic.? |
20.03.2009 | NCF? | ? | Seierstad ch 4 (parts)? | Covered also II.5. Martingales and stochastic differential equations. ? |
27.03.2009 | NCF? | Frisch room at *12.15*? | Seierstad ch 4 (parts)? | Stochastic control and the mathematics of finance? |
04.04.2009 | TS? | Frisch room at *12.15*? | (Application of Ornstein-Uhlenbeck processes)? | ? |
11.02.2009 | EASTER? | EASTER? | EASTER? | EASTER? |
17.04.2009 | EH? | ? | Aiyagari? | ? |
24.04.2009 | EH? | ? | Article TBD? | ? |