Matthias Kredler's Homepage
MA/PhD: Macro II (Spring 2018)Syllabus
Definition of the state in dynamic programming
Lecture notes on Euler Equations in stochastic environments
HW1, HW2, HW3, HW4, HW5 (due: 21 Feb 2018)
MA/PhD: Macro Reading Group (Spring 2018)Guidelines
We meet on Tuesdays, 18.00-19.30h (Aula 15.0.06).
Reading lists: 30-Jan-2018, 20-Feb-2018
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.