This is the class page for our course. The course overview and reading list is below. I will add lecture notes and programs here as well.
Exam
Just posted below
Due Date is July 17.
Please submit a .pdf via email with Keio Final exam
please put your name in the file name
if you have any questions, please send me an email
Lecture Notes:
dp_intro_may2015 are the overview notes for our first meeting;
grow_theory .pdf are notes on the basic growth model
conpre_2015_june are lecture notes on consumption
durs_pre.pdf: notes added for lectures on durables
Programs:
assetpricing_easy.m is the matlab code for the asset pricing problem in the overview notes;
grow012015.m is the matlab code for the non-stochastic growth model;
simmarkov.m simulates a two state markov process;
assetpricing_start.m and assetpricing_2.m illustrate the use of a function in a minimization routine.
uploaded carrep_grid.m from June 15 lecture. Base HW #2 on this.