mengphilshen/financialtheorymsc

Financial Theory Course (MSc, Julia code)

Notice

If GitHub fails to render the notebook, then use nbviewer. Instructions: try to open the notebook in GitHub, copy the link and paste it in the address field of nbviewer.

Introduction

The .ipynb files are Julia notebooks. They use some data, which you find in the Data folder. The notebooks are meant to be used together with my lecture notes (pdf files). Actually, many of the examples in the lecture notes come from the calculations in these notebooks. The notebooks are tested on Julia 1.0, but should work on 0.7 too.

Instructions

You use IJulia to edit and run these Julia notebooks. You can either install Julia/IJulia on your local computer (see https://github.com/JuliaLang/IJulia.jl for instructions) or you can use JuliaBox.com. The rest of these instructions are for the JuliaBox.com alternative.

1. Download this repository as a zip file (see upper right in the GitHub menu). Unzip.
2. Log in at www.JuliaBox.com
3. In the JuliaBox menu, go to Upload. Upload the notebook for Chapter 1 as well as the printmat.jl file (it's for printing matrices).
4. Open up the notebook by clicking on it. You can now start working. Using packages (Plots, GR, Roots, Optim) may take some time on the first run.
5. JuliaBox.com has many packages installed. In case you need further packages, see the "Packages" in top menu at JuliaBox.com.

Working with Files

The "New" in the menu allows you to create folders. For instance, create a subfolder called Data and then upload your data there. If you want to delete a file or a folder, select it and click the bin icon.