Métodos Numéricos 2021

Página da disciplina de Métodos Numéricos, eletiva da pós-graduação da EPGE, para o ano de 2021.

Professor: Cézar Santos ( cezar.santos@fgv.br )

Professor: Gabriel Pestana ( gabrielpestana81@gmail.com )

Horário: Terças, 11:00-13:00 & Quintas, 9:00-11:00

Ementa

  1. Ementa

Comentários

Link da aula: https://fgv-br.zoom.us/j/95924676597?pwd=QjdqUkMxNDR2Q2tJQ3lsTmliRHBPQT09

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Link da monitoria: https://fgv-br.zoom.us/j/96952458977?pwd=UE9Oek0ybzJiWWhxQlpBQWJHWmRBdz09

Slides de Aula

  1. Introduction

  2. Value Function Iteration

  3. Root-finding, Interpolation and Numerical Differentiation

  4. Projection Methods

  5. Incomplete markets and idiosyncratic shocks

  6. Incomplete markets and idiosyncratic/aggregate shocks

  7. Calibration

  8. Simulation-based Estimation

  9. Continous-time models - part 1

  10. Continous-time models - part 2

  11. Continous-time models - part 3

Listas

  1. Lista 1

  2. Lista 2

  3. Lista 3

  4. Lista 4


MD/MetodosNumericos/2021 (last edited 2021-02-11 20:37:13 by CezarSantos)