Quantitative Macroeconomics and Finance with Python

This website presents a set of lectures on quantitative economic modeling for FE5213.

Course Details

Institution	National University of Singapore
Course	FE5213, Quantitative Macroeconomics and Finance with Python
Schedule	Every Friday, 7pm to 10pm
Location	Room RMI-SR1, i3 Building (1st floor)

Lectures

Asset Pricing

• 1. Asset Pricing: Finite State Models
• 2. Asset Pricing II: The Lucas Asset Pricing Model

Beliefs and Financial Markets

• 3. Statistical Divergence Measures
• 4. Likelihood Ratio Processes
• 5. Competitive Equilibria with Arrow Securities
• 6. Heterogeneous Beliefs and Financial Markets
• 7. Heterogeneous Beliefs and Bubbles
• 8. Speculative Behavior with Bayesian Learning

Other

• References