Matthias Kredler's Homepage

Teaching

Past courses, past reading groups


Ph.D.: Macro Reading Group (Fall 2019)

Guidelines
We meet on Tuesdays, 17.45-19.00h, this semester (Aula 15.0.05).

Presentations:

Date Presenter Paper title (+ link to presentation slides) Author(s) Year
10-Sep-2019 Ismael Gálvez Explaining the Spread of Temporary Jobs and Its Impact on Labor Turnover Cahuc, Charlot & Malherber 2016
17-Sep-2019 -- no meeting -- --
24-Sep-2019 -- next meeting -- --



Lecture notes on continuous-time methods

The 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.

Lecture notes Homework
Deterministic control: Hamilton-Jacobi-Bellman equation (HJBs) etc. HJB HW
Stochastic differential equations (SDEs), the Ito Rule and HJBs HW on Ito Rule,
HW on SDEs and partial differential equations (PDEs)
Kolmogorov Forward Equation Forward HW
Numerical techniques: the trinomial grid no homework
Tricks for exit times, exit probabilities, and densities (with an explanation of Green Functions) exercises included in notes

For numerical methods, also see the computational appendix to Altruistically-Motivated Transfers under Uncertainty (with Daniel Barczyk) on my research website.



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