Minikurzus “Continuous-Time Heterogeneous-Agent Models” címmel

Title: Mini-course on “Continuous-Time Heterogeneous-Agent Models” in MATLAB with Dr. Christos Koulovatianos (University of Luxembourg) 

Dates: 

• 20 November 2023 – Time: 15.30-17.00 (Room S.118)
• 21 November 2023 – Time: 9.50-12.30 (Room S.217) 

Venue: Salt House Building – Budapest, Fővám tér 13-15, 1093 

Organization: Institute of Finance and Institute of Economics 

This short course aims to give tools to students for entering the frontier of research regarding models of wealth-inequality determinants and dynamics. The focus will be on presenting general-purpose analytical and computational techniques that enable students to replicate and extend frontier research papers in these areas. The course will focus on wealth-inequality models. 

Learning Objectives  

Upon successful completion of this course, students will be able to:  

Translate discrete-time models into their continuous-time counterparts using simple continuous-time stochastic calculus. 

Use and develop numerical techniques of dynamic optimization (Matlab) for solving continuous-time models for addressing Economics/Finance questions.  

Work independently to expand the research frontier of Heterogeneous Agent models 

Develop new policy-evaluation tools.  

For more information, contact Dr. Csóka Péter, Institute of Finance: peter.csoka@uni-corvinus.hu