| No. |
Date |
Topics |
| 1 |
1/14 |
introduction; spaces and mapping |
| 2 |
1/16 |
contract mapping theorem |
| 3 |
1/21 |
fixed point theorem |
| 4 |
1/23 |
applications and examples in economics |
| 5 |
1/28 |
equilibrium and dynamics |
| 6 |
1/30 |
pde and calculus of variations |
| 7 |
2/4 |
stability and eigenvalue problems |
| 8 |
2/6 |
eigenvalue problems |
| 9 |
2/11 |
Jenny's paper: results |
| 10 |
2/13 |
Jenny's paper: proof |
| 11 |
2/18 |
Jenny's paper: numerics |
| 12 |
2/20 |
Dynamical economics |
| 13 |
2/25 |
Events and probability |
| 14 |
2/27 |
Random variables |
| 15 |
3/4 |
Convergence |
| 16 |
3/6 |
Stochastic process |
| 17 |
3/18 |
Stochastic calculus |
| 18 |
3/20 |
Stochastic calculus |
| 19 |
3/25 |
option pricing |
| 20 |
3/27 |
binary model |
| 21 |
4/1 |
Black-Schoels Model |
| 22 |
4/3 |
Monte Carlo method |
| 23 |
4/8 |
Monte Carlo method |
| 24 |
4/10 |
Monte Carlo method |
| 25 |
4/15 |
Approximation methods of PDEs |
| 26 |
4/17 |
Approximation methods of PDEs |
| 27 |
4/22 |
American options |
| 28 |
4/24 |
American options |
| 29 |
4/29 |
American options |
| 30 |
5/1 |
Conclusion |
