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  • ECON5160
  • Spring 2009
    • Teaching plan
Studies > Courses >
This course is discontinued
ECON5160 - Mathematics 4A: Stochastic modeling and analysis

Semester page for ECON5160 - Spring 2009

  • Schedule
  • Examination: Time and place

Take-home exam

  • Problem set

Term paper problem set

  • Problem set (pdf)
  • Clarification of problem 2 (updated Apr 3)
  • Correct URL to problem 5

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

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  • Administration and teachers

Messages

  • You have already received this … June 3, 2009 11:35 AM
  • Various exam related information: The … May 20, 2009 4:33 PM
  • Seminar Wednesday 13th at 1415, … May 11, 2009 3:01 PM
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