Matthias Kredler's Homepage
M.A.E. (Ph.D.) Macro II (Spring 2020)Syllabus, Lecture notes (LN) 1, LN2, LN3: Continuous-Time Dynamic Programming
HW1, HW2, HW3, HW4, HW5, HW6,
HW7 (due: Wed, 25-Mar-2020, 23:59h, hand in via Aula Global)
Ph.D.: Macro Reading Group (Spring 2020)Guidelines
This semester, we meet on Wednesdays, 17.45-19.00h (Aula 17.0.32). From 18-Mar until the end of the semester, meetings are taking place online on Blackboard Collaborate.
Reading lists: 5-Feb-2020, 13-Feb-2020, 26-Feb-2020, 4-Mar-2020, 11-Mar-2020, 25-Mar-2020, 1-Apr-2020, 15-Apr-2020, 22-Apr-2020
Lecture notes on continuous-time methodsThe following lecture notes are meant to provide a first intuitive introduction to continuous-time methods. Consult the standard textbooks (Karatzas & Shreve, Øksendahl) if you are looking for more.
For numerical methods, also see the computational appendix to Altruistically-Motivated Transfers under Uncertainty (with Daniel Barczyk) on my research website.