Study note

Intermediate Quantitative Economics with Python — Intermediate Quantitative Economics with Python

Properties

Type
Blogs
Status
待读
Domain
Quant
Category
定价理论、随机分析与金融工程
Source
python.quantecon.org
Vault note
library/articles/quant/Intermediate-Quantitative-Economics-with-Python-—-Intermediate-Quantitative-Econ-ab86809e8fe694cf.md

Summary

QuantEcon 的中级数量经济学 Python 讲义,由 Thomas J. Sargent 和 John Stachurski 主导,覆盖线性代数、概率、贝叶斯、动态规划、Markov chains、Kalman filter、LQ control、资产定价、异质主体模型和经验分析。

Highlights

适合系统补数量经济学和金融经济学模型,用 Jupyter/Python 把理论模型转为可计算对象。

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