This course is discontinued

Teaching plan

Plan as of March 30, not including seminars. Term paper: See announcement.

DateTeacherPlaceTopicLecture notes / comments
16.01.2009TS    TK 1, Schweder: 1--4    
23.01.2009TS    TK II 1--4   
30.01.2009NCF    TK III   
06.02.2009NCF    TK IV   
13.02.2009NCF    Seierstad 1.1--1.3   
20.02.2009EH    (Application)  Espen covered a Solow model extended with AR(1) productivity process and dynamic consumption/investment optimization, and an iterative scheme for numeric calculation. 
27.02.2009NCF    TK V, VI  Only fractions of ch VI covered, the rest to be covered March 6th. 
06.03.2009NCF    TK VIII and II.5  II.5 postponed 
13.03.2009NCF    Extreme Value Theory  This topic is only for those who have credits in Maths 4. Others might skip the topic. 
20.03.2009NCF    Seierstad ch 4 (parts)  Covered also II.5. Martingales and stochastic differential equations.  
27.03.2009NCF  Frisch room at *12.15*  Seierstad ch 4 (parts)  Stochastic control and the mathematics of finance 
04.04.2009TS  Frisch room at *12.15*  (Application of Ornstein-Uhlenbeck processes)   
11.02.2009EASTER  EASTER  EASTER  EASTER 
17.04.2009EH    Aiyagari   
24.04.2009EH    Article TBD   
Published Feb. 25, 2009 1:32 PM - Last modified Mar. 30, 2009 8:22 PM