Prof. M. Magill
Econ 659 - Problem 1
given: Thursday August 29
Fall 2013
due: Tuesday September 10.
Subject: Computing Contingent Market Equilibria
In this problem set you will use Matlab to compute contingent market equilibria for two-period
economies. T
Prof. M. Magill
Econ 659 - Problem 1
given: Friday August 29
Fall 2014
due: Tuesday September 9
Subject: Computing Contingent Market Equilibria
In this problem set you will use Matlab to compute contingent market equilibria for two-period
economies. The i
Prof. M. Magill
Econ 659 Problems # 2
given: Wednesday September 18
Fall 2014
due: Tuesday September 30.
Subject: Understanding Optimal Risk Sharing
Consider a two period (t = 0, 1) exchange economy with one good (income) and uncertainty at
date 1 describ
ECONOMICS OF FINANCIAL MARKETS I
ECON 659
Fall 2014
Michael Magill
Tel: 740 2104
Office Hours: Mon 2-4pm,Tues 5-6pm
Class meeting: Tues 2-4:50pm, KAP 156
Kaprielian 316 b
Fax: 740 8543
e-mail: magill@usc.edu
TA: Rui He
OBJECTIVE
A student taking this cour
ECON 659 Matlab Session
Aug 29th, 2014
Download Matlab
Downloading: http:/software.usc.edu/index.aspx (USC account login is required)
Instruction for Installation: http:/www.usc.edu/its/matlab/mac.htm
Getting Started
Matlab is a powerful programing langua
anw 65‘} TA Seam. Salsa/mfg, mi: km,
1.1ng w ov'cIL 301: & Rl‘Sé
l Eiﬂewartﬂ. Box .‘5 a. Ma! ‘60 «intrigue, a, ,ert 65.0%
M5 Vila-‘2) W comerBCI-L.‘% (LaLl)
W two may, (/ng L jump 0? [In] M r—Wes ( Sal-2.), "two by ' '
«(ad 190 0&7 dew-«rosrv'w
m: X: W
Prof. M. Magill
Econ 659 - Problem 3
given: Thursday October 2:
Fall 2014
due: Thursday October 9.
Subject: Computing Sequential Market Equilibria
In this problem set you will use Matlab to compute sequential market equilibria for the economy
studied in P
Prof. M. Magill
Econ 659 Problem 4
given: Thursday October 9
Fall 2014
due: Tuesday October 21.
Theoretical Analysis of Contingent Market and Financial Market Equilibrium
In two earlier problem sets (#1 & #3) you computed contingent market and financial m
Prof. M. Magill
Econ 659 - Problem 5
given: Tuesday October 21:
Fall 2014
due: Wednesday October 29.
Subject: Inequalities on Option Prices and Two-period Option Pricing
Questions of the kind that follow will appear on the Midterm Exam: they require the u
Prof. M. Magill
Econ 659 Problems # 2 b
given: Wednesday September 11
Fall 2013
due: Tuesday September 24.
Subject: Understanding Optimal Risk Sharing
The following problem helps you to understand where the measures of absolute and relative risk
aversion
Prof. M. Magill
Econ 659 - Problem 3
given: Friday September 27:
Fall 2013
due: Friday October 4.
Subject: Computing Sequential Market Equilibria
In this problem set you will use Matlab to compute sequential market equilibria for the economy
studied in Pr
Prof. M. Magill
Econ 659 Problems # 2
given: Wednesday September 11
Fall 2013
due: Tuesday September 24.
Subject: Understanding Optimal Risk Sharing
Consider a two period (t = 0, 1) exchange economy with one good (income) and uncertainty at
date 1 describ
Prof. M. Magill
Econ 659 Problem 4
given: Friday October 4
Fall 2013
due: Friday October 18.
Theoretical Analysis of Contingent Market and Financial Market Equilibrium
In two earlier problem sets (#1 & #3) you computed contingent market and nancial market
Prof. M. Magill
Econ 659 - Problem 5
given: Thursday October 17:
Fall 2013
due: Tuesday October 29.
Subject: Inequalities on Option Prices and Two-period Option Pricing
Questions of the kind that follow will appear on the Midterm Exam: they require the us
Prof. M. Magill
Econ 659 - Problem 6
given: Wednesday November 19:
Fall 2014
due: Tuesday December 2.
Subject: Option Pricing
Carefully study chapters 11 & 12 of Hull (9th Ed) (Properties of Option Prices & Trading
Strategies) and do :
1. Problem #12.22 H